A two-stage probit model for predicting recovery rates
Year of publication: |
December 2016
|
---|---|
Authors: | Hwang, Ruey-Ching ; Chung, Huimin ; Chu, C. K. |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 50.2016, 3, p. 311-339
|
Subject: | Expanding rolling window approach | Ordered probit model | Probit transformation regression | Two-stage probit model | Recovery rate | Probit-Modell | Probit model | Mikroökonometrie | Microeconometrics | Schätztheorie | Estimation theory |
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