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