Hawkes-diffusion process and the conditional probability of defaults in the Eurozone
| Autor: | Kim, Jungmu, Park, Yuen Jung, Ryu, Doojin |
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| Zdroj: | In Physica A: Statistical Mechanics and its Applications 1 May 2016 449:301-310 |
| Databáze: | ScienceDirect |
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