Granularity in a qualitative factor model

C. Gourieroux, A.M.E. Monfort

Research output: Contribution to journal › Article › Academic › peer-review

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@article{5866a843536b42039913d3872f02ad2f,

title = "Granularity in a qualitative factor model",

author = "C. Gourieroux and A.M.E. Monfort",

year = "2010",

month = jan,

day = "1",

doi = "10.21314/JCR.2009.101",

language = "English",

volume = "5",

pages = "1--34",

journal = "Journal of Credit Risk",

issn = "1744-6619",

publisher = "Incisive Media Ltd.",

number = "4",

}