Zoekresultaten
Resultaat 1 - 5 (van 5)
Drew Creal | Siem-Jan Koopman | André Lucas A general framework for observation driven time-varying parameter models
Non-fictie
Engels | 52 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Siem-Jan Koopman | André Lucas | André A. Monteiro The multi-state latent factor intensity model for credit rating transitions
Non-fictie
Engels | 31 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Macro, industry and frailty effects in defaults
the 2008 credit crisis in perspective
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2010
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Forecasting cross-sections of frailty-correlated default
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Siem-Jan Koopman | André Lucas | Robert Daniels A non-gaussian panel time series model for estimating and decomposing default risk
Non-fictie
Engels | 29 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek