Granularity in a qualitative factor model

C. Gourieroux, A.M.E. Monfort

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)1-34
Number of pages34
JournalJournal of Credit Risk
Volume5
Issue number4
Publication statusPublished - 1 Jan 2010

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