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Modeling Credit Risk with Hidden Markov Default Intensity
Feng-Hui Yu
,
Jie-Jun Lu
,
Jia-Wen Gu
,
Wai-Ki Ching
Oct 13, 2019
PDF
Journal Link
Type
Journal article
Publication
Computational Economics, 54(3), 1213-1229
Date
October, 2019
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