Shahriar Azizpour, Ph.D.
Affiliations: | 2008 | Stanford University, Palo Alto, CA |
Area:
FinanceGoogle:
"Shahriar Azizpour"Parents
Sign in to add mentorKay Giesecke | grad student | 2008 | Stanford | |
(Estimating self -exciting models of correlated corporate default.) |
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Publications
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Azizpour S, Giesecke K, Schwenkler G. (2018) Exploring the sources of default clustering Journal of Financial Economics. 129: 154-183 |
Azizpour S, Giesecke K, Kim B. (2011) Premia for Correlated Default Risk Journal of Economic Dynamics and Control. 35: 1340-1357 |
Azizpour S, Giesecke K, Kim B. (2011) Premia for correlated default risk Journal of Economic Dynamics and Control. 35: 1340-1357 |