Stochastic conditional intensity processes

Luc Bauwens and Nikolaus Hautsch

No 1937, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2006-01-01
Note: In : Journal of Financial Econometrics, 4(3), 450-493, 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (49)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Stochastic Conditional Intensity Processes (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:1937

Access Statistics for this paper

More papers in LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS (alain.gillis@uclouvain.be).