Credit risk and contagion via self-exciting default intensity
Crossref DOI link: https://doi.org/10.1007/s10436-015-0259-z
Published Online: 2015-01-29
Published Print: 2015-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Elliott, Robert J.
Shen, Jia
Text and Data Mining valid from 2015-01-29