A Conditionally Beta Distributed Time-Series Model with Application to Monthly US Corporate Default Rates
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2875201
Subject(s) - beta (programming language) , series (stratigraphy) , econometrics , economics , computer science , geology , paleontology , programming language
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