Modeling Credit Risk with Hidden Markov Default Intensity
Crossref DOI link: https://doi.org/10.1007/s10614-018-9869-7
Published Online: 2018-11-20
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yu, Feng-Hui
Lu, Jiejun
Gu, Jia-Wen
Ching, Wai-Ki
Funding for this research was provided by:
Research Grants Council of Hong Kong (17301214)
Text and Data Mining valid from 2018-11-20
Article History
Accepted: 29 October 2018
First Online: 20 November 2018