Year | 2011 |
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Authors | HUI-MEI LIU |
Paper Title | Chih-Tun Yu*;Huimei Liu;Ming-Chin Hung, 2011.12, 'Portfolio credit risk estimation under the dynamic factor model, ' Journal of the Chinese Statistical Association, Vol.49, No.4, pp.123-139.(CIS, JEL)(*為通訊作者) |
Vol.No | 351052 |
Date of Publication | 2011-12-01 |