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Predicting Defaults with Regime Switching Intensity: Model and Empirical Evidence
- 제목
- Predicting Defaults with Regime Switching Intensity: Model and Empirical Evidence
- 저자
- Baeho Kim
- 발행일
- 2010-07-16
- 학회명
- 4th Annual Risk Management Conference: The Risk Management Paradigm in the Post-Crisis Era
- 개최지
- Shangri-La Hotel, Singapore
- 개최국가
- 싱가포르
- 학회 개최일
- 2010-07-15 ~ 2010-07-17