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- Publisher Website: 10.1007/s10614-014-9469-0
- Scopus: eid_2-s2.0-84957840916
- WOS: WOS:000375482400003
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Article: On Modeling Economic Default Time: A Reduced-Form Model Approach
Title | On Modeling Economic Default Time: A Reduced-Form Model Approach |
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Authors | |
Keywords | Affine jump diffusion model Economic default time Reduced-form model |
Issue Date | 2016 |
Publisher | Springer 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? |
Persistent Identifier | http://hdl.handle.net/10722/229224 |
ISSN | 2023 Impact Factor: 1.9 2023 SCImago Journal Rankings: 0.498 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | GU, J | - |
dc.contributor.author | Jiang, B | - |
dc.contributor.author | Ching, WK | - |
dc.contributor.author | Zheng, H | - |
dc.date.accessioned | 2016-08-23T14:09:45Z | - |
dc.date.available | 2016-08-23T14:09:45Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Computational Economics, 2016, v. 47 n. 2, p. 157-177 | - |
dc.identifier.issn | 0927-7099 | - |
dc.identifier.uri | http://hdl.handle.net/10722/229224 | - |
dc.language | eng | - |
dc.publisher | Springer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0927-7099 | - |
dc.relation.ispartof | Computational Economics | - |
dc.rights | The final publication is available at Springer via http://dx.doi.org/[insert DOI] | - |
dc.subject | Affine jump diffusion model | - |
dc.subject | Economic default time | - |
dc.subject | Reduced-form model | - |
dc.title | On Modeling Economic Default Time: A Reduced-Form Model Approach | - |
dc.type | Article | - |
dc.identifier.email | Ching, WK: wching@hku.hk | - |
dc.identifier.authority | Ching, WK=rp00679 | - |
dc.identifier.doi | 10.1007/s10614-014-9469-0 | - |
dc.identifier.scopus | eid_2-s2.0-84957840916 | - |
dc.identifier.hkuros | 262442 | - |
dc.identifier.volume | 47 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 157 | - |
dc.identifier.epage | 177 | - |
dc.identifier.isi | WOS:000375482400003 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 0927-7099 | - |