Standard
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX). / Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; Rahbek, Anders.
I:
Journal of Empirical Finance, Bind 38, Nr. Part B, 09.2016, s. 640–663.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Agosto, A, Cavaliere, G, Kristensen, D
& Rahbek, A 2016, '
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)',
Journal of Empirical Finance, bind 38, nr. Part B, s. 640–663.
https://doi.org/10.1016/j.jempfin.2016.02.007
APA
Agosto, A., Cavaliere, G., Kristensen, D.
, & Rahbek, A. (2016).
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX).
Journal of Empirical Finance,
38(Part B), 640–663.
https://doi.org/10.1016/j.jempfin.2016.02.007
Vancouver
Agosto A, Cavaliere G, Kristensen D
, Rahbek A.
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX).
Journal of Empirical Finance. 2016 sep.;38(Part B):640–663.
https://doi.org/10.1016/j.jempfin.2016.02.007
Author
Agosto, Arianna ; Cavaliere, Giuseppe ; Kristensen, Dennis ; Rahbek, Anders. / Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX). I: Journal of Empirical Finance. 2016 ; Bind 38, Nr. Part B. s. 640–663.
Bibtex
@article{496a1c725e1d4fbaa376bac1819ba39c,
title = "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)",
author = "Arianna Agosto and Giuseppe Cavaliere and Dennis Kristensen and Anders Rahbek",
note = "JEL classification: C13; C22; C25; G33",
year = "2016",
month = sep,
doi = "10.1016/j.jempfin.2016.02.007",
language = "English",
volume = "38",
pages = "640–663",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier",
number = "Part B",
}
RIS
TY - JOUR
T1 - Modeling corporate defaults
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
PY - 2016/9
Y1 - 2016/9
U2 - 10.1016/j.jempfin.2016.02.007
DO - 10.1016/j.jempfin.2016.02.007
M3 - Journal article
VL - 38
SP - 640
EP - 663
JO - Journal of Empirical Finance
JF - Journal of Empirical Finance
SN - 0927-5398
IS - Part B
ER -