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Conference Paper: Modelling Credit Default Data Via a Hidden Markov Model

TitleModelling Credit Default Data Via a Hidden Markov Model
Authors
Ching, WKLeung, HY
Issue Date2008
Citation
International Symposium on Financial Engineering and Risk Management (FERM 2008), Shanghai, China, 8-10 June 2008 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/100359

 

DC FieldValueLanguage
dc.contributor.authorChing, WKen_HK
dc.contributor.authorLeung, HYen_HK
dc.date.accessioned2010-09-25T19:06:53Z-
dc.date.available2010-09-25T19:06:53Z-
dc.date.issued2008en_HK
dc.identifier.citationInternational Symposium on Financial Engineering and Risk Management (FERM 2008), Shanghai, China, 8-10 June 2008-
dc.identifier.urihttp://hdl.handle.net/10722/100359-
dc.languageengen_HK
dc.relation.ispartofInternational Symposium on Financial Engineering and Risk Management, FERM 2008en_HK
dc.titleModelling Credit Default Data Via a Hidden Markov Modelen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailChing, WK: wching@HKUCC.hku.hken_HK
dc.identifier.emailLeung, HY: obliging@hkusua.hku.hken_HK
dc.identifier.authorityChing, WK=rp00679en_HK
dc.identifier.hkuros148049en_HK

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