2024-03-28T16:54:55Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6970339
2018-11-01T14:52:10Z
91
Lee, Yongwoong; Poon, Ser-Huang
2014
6970339
English
Elsevier, Amsterdam
https://zbmath.org/06970339
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J. Econ. Dyn. Control 41, 69-92 (2014).
91G40; 91G10
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
j