Network-based PARX models to measure contagion in credit default counts

Chapter
Publication Date:
2018
Iris type:
2.1 Contributo in volume (Capitolo o Saggio)
List of contributors:
Authors of the University:
Handle:
https://iris.unipv.it/handle/11571/1341496
Book title:
Book of Abstracts of CFE-CMStatistics 2018