Jiashen You, Tomohiro Ando. A statistical modeling methodology for the analysis of term structure of credit risk and its dependency. Expert Syst. Appl., 40(12):4897-4905, 2013. [doi]
@article{YouA13,
title = {A statistical modeling methodology for the analysis of term structure of credit risk and its dependency},
author = {Jiashen You and Tomohiro Ando},
year = {2013},
doi = {10.1016/j.eswa.2013.02.017},
url = {http://dx.doi.org/10.1016/j.eswa.2013.02.017},
researchr = {https://researchr.org/publication/YouA13},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {40},
number = {12},
pages = {4897-4905},
}