GRASPA SIS
The official site of the Graspa SIS group
Menu
Skip to content
Group
Subscription
Scientific Board
GRASPA Papers
Working Papers
GRASPA arXiv papers
Events
Other events
Newsletter
By-laws
Contacts
Modelling corporate defaults: A Markov-switching Poisson log-linear autoregressive model
http://arxiv.org/abs/1804.09252v1