A Bayesian approach to building robust structural credit default models
Year of publication: |
2011
|
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Authors: | Simonian, Joseph |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 13/15, p. 1397-1400
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Subject: | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Bayes-Statistik | Bayesian inference | Theorie | Theory |
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