Correlated default models driven by a multivariate regime-switching shot noise process
Work
Year: 2017
Type: article
Authors Yinghui Dong, Guojing Wang, Kam Chuen Yuen
Institutions Suzhou University of Science and Technology, Soochow University, University of Hong Kong
Cites: 29
Cited by: 4
Related to: 10
FWCI: 0.923
Citation percentile (by year/subfield): 71.21
Subfield: Finance
Domain: Social Sciences
Open Access status: closed