Department of Economics and Business Economics

Temporal Correlation of Defaults in Subprime Securitization

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

Original languageEnglish
JournalCommunications on Stochastic Analysis
Volume6
Issue3
Pages (from-to)487-511
ISSN0973-9599
Publication statusPublished - 2012

See relations at Aarhus University Citationformats

ID: 52830186