Correlated defaults, temporal correlation, expert information and predictability of default rates
Year of publication: |
2009
|
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Authors: | Kiefer, Nicholas Maximilian |
Publisher: |
Ithaca, NY : Center for Analytical Economics |
Subject: | Theorie | Theory | Korrelation | Correlation | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Kreditwürdigkeit | Credit rating |
Extent: | Online-Ressource (29 S.) graph. Darst. |
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Series: | CAE working paper. - Ithaca, NY : [Verlag nicht ermittelbar], ISSN 1936-5098, ZDB-ID 2206589-1. - Vol. 09-12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/70442 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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