Work

Multivariate score-driven models for count time series with application to credit risk

Year: 2024

Type: article

Source: Journal of the Operational Research Society

DOI: 10.1080/01605682.2024.2398109

Author: Arianna Agosto

Institution: University of Pavia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402275047

FWCI:

Cites: 65

Cited by:

Related to: 10