Year 2011
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