Year 2013
Authors MI-HSIU CHIANG
Paper Title 江彌修*;邱信瑜;王盈心, 2013.04, 'On the Characterization and Information Contents of Dynamic Default Correlation under the Doubly Stochastic Assumption: the Case of iTraxx CDO Tranches, ' 台大管理論叢 (臺灣社會科學核心期刊TSSCI第一級), Vol.24, No.S1, pp.97-132.(*為通訊作者)
Vol.No 388734
Date of Publication 2013-04-01