Department of Economics and Business Economics

Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Arianna Agosto, Gruppo Bancario Credito Valtellinese, Italy
  • Guiseppe Cavaliere, University of Bologna, Bologna, Italy., Italy
  • Dennis Kristensen
  • Anders Rahbæk
Original languageEnglish
JournalJournal of Empirical Finance
Volume38, Part B
Pages (from-to)640-663
Publication statusPublished - 2016

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