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Using the autoregressive conditional duration model to analyse the process of default contagion

✍ Scribed by Chou, Heng-Chih

Book ID: 120527089
Publisher: Taylor and Francis Group
Year: 2012
Tongue: English
Weight: 162 KB
Volume: 22
Category: Article
ISSN: 0960-3107
DOI: 10.1080/09603107.2011.641927

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