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Migration Correlation: Definition and Consistent Estimation

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abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 1-4-2005
journal Journal of Banking and Finance
publisher North-Holland (Amsterdam)
ISSN 0378-4266
volume of journal 29
number of issue 4
page(s) 865-894
review not reviewed
   
citation Trojani, F., Gouriéroux, C., & Gagliardini, P. (2005). Migration Correlation: Definition and Consistent Estimation. Journal of Banking and Finance, 29(4), 865-894.