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Article: On Modeling Economic Default Time: A Reduced-Form Model Approach

TitleOn Modeling Economic Default Time: A Reduced-Form Model Approach
Authors
GU, JJiang, BChing, WKZheng, H
KeywordsAffine jump diffusion model
Economic default time
Reduced-form model
Issue Date2016
PublisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0927-7099
Citation
Computational Economics, 2016, v. 47 n. 2, p. 157-177 How to Cite?
DOI: http://dx.doi.org/10.1007/s10614-014-9469-0
Persistent Identifierhttp://hdl.handle.net/10722/229224
ISSN
0927-7099
2021 Impact Factor: 1.741
2020 SCImago Journal Rankings: 0.352
ISI Accession Number ID
WOS:000375482400003

 

DC FieldValueLanguage
dc.contributor.authorGU, J-
dc.contributor.authorJiang, B-
dc.contributor.authorChing, WK-
dc.contributor.authorZheng, H-
dc.date.accessioned2016-08-23T14:09:45Z-
dc.date.available2016-08-23T14:09:45Z-
dc.date.issued2016-
dc.identifier.citationComputational Economics, 2016, v. 47 n. 2, p. 157-177-
dc.identifier.issn0927-7099-
dc.identifier.urihttp://hdl.handle.net/10722/229224-
dc.languageeng-
dc.publisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0927-7099-
dc.relation.ispartofComputational Economics-
dc.rightsThe final publication is available at Springer via http://dx.doi.org/[insert DOI]-
dc.subjectAffine jump diffusion model-
dc.subjectEconomic default time-
dc.subjectReduced-form model-
dc.titleOn Modeling Economic Default Time: A Reduced-Form Model Approach-
dc.typeArticle-
dc.identifier.emailChing, WK: wching@hku.hk-
dc.identifier.authorityChing, WK=rp00679-
dc.identifier.doi10.1007/s10614-014-9469-0-
dc.identifier.scopuseid_2-s2.0-84957840916-
dc.identifier.hkuros262442-
dc.identifier.volume47-
dc.identifier.issue2-
dc.identifier.spage157-
dc.identifier.epage177-
dc.identifier.isiWOS:000375482400003-
dc.publisher.placeUnited States-
dc.identifier.issnl0927-7099-

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