An HMM intensity-based credit risk model and filtering
Date
2013
Authors
Elliott, R.J.
Siu, T.K.
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Wu, Y.
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Book chapter
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Source details - Title: State-space models: Applications in economics and finance, 2013 / Wu, Y. (ed./s), Ch.8, pp.169-184
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Copyright Springer Science+Business Media New York 2013