- Multi-Period Structural Model of a Mortgage Portfolio with Cointegrat…
Number of the records: 1  

Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors

  1. 1.
    Gapko, Petr - Šmíd, Martin
    Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors.
    Finance a úvěr-Czech Journal of Economics and Finance. Roč. 66, č. 6 (2016), s. 565-574. ISSN 0015-1920. E-ISSN 0015-1920
    R&D Projects: GA ČR GA15-10331S
    Impact factor: 0.604, year: 2016 ; AIS: 0.133, rok: 2016
    Result website:
    http://library.utia.cas.cz/separaty/2016/E/smid-0467176.pdf
    http://hdl.handle.net/11104/0265789
Number of the records: 1  

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