Reference
Christian Gouriéroux, “Correlated Risks vs Contagion in Stochastic Transition Models”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 2011.
See also
Published in
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 2011