Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)

Arianna Agosto, Giuseppe Cavaliere, Dennis Kristensen, Anders Rahbek

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

59 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Empirical Finance
Vol/bind	38
Udgave nummer	Part B
Sider (fra-til)	640–663
ISSN	0927-5398
DOI	https://doi.org/10.1016/j.jempfin.2016.02.007
Status	Udgivet - sep. 2016

JEL classification: C13; C22; C25; G33

Adgang til dokumentet

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title = "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)",

author = "Arianna Agosto and Giuseppe Cavaliere and Dennis Kristensen and Anders Rahbek",

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T2 - Poisson autoregressions with exogenous covariates (PARX)

AU - Agosto, Arianna

AU - Cavaliere, Giuseppe

AU - Kristensen, Dennis

AU - Rahbek, Anders

N1 - JEL classification: C13; C22; C25; G33

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DO - 10.1016/j.jempfin.2016.02.007

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EP - 663

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

SN - 0927-5398

IS - Part B

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