Quality control for structural credit risk models

Andreou, Elena, Ghysels, Eric . Journal of Econometrics 2008. 146 (2) :364-375

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Bibtex

@article{CIS-250250,
  Author = {Andreou, Elena and Ghysels, Eric},
  Title = {Quality control for structural credit risk models},
  Journal = {Journal of Econometrics},
  Volume = {146},
  Number = {2},
  Year = {2008},
  Pages = {364--375},
  Keywords = {Sequential tests, Structural change}
}

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