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

Agosto, A; Cavaliere, G; Kristensen, D; Rahbek, A; (2016) Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX). Journal of Empirical Finance , 38 (Part B) pp. 640-663. 10.1016/j.jempfin.2016.02.007 .

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