Migration Correlation: Definition and Consistent Estimation
Journal
Journal of Banking and Finance
ISSN
0378-4266
Type
journal article
Date Issued
2005-04-01
Author(s)
Trojani, Fabio
Gouriéroux, C.
Gagliardini, Patrick
Language
English
HSG Classification
not classified
Refereed
No
Publisher
North-Holland
Publisher place
Amsterdam
Volume
29
Number
4
Start page
865
End page
894
Pages
30
Subject(s)
Division(s)
Eprints ID
12641