Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals
Year of publication: |
2012
|
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Authors: | Savona, Roberto ; Vezzoli, Marika |
Institutions: | Dipartimento di Economia, Università Ca' Foscari Venezia |
Subject: | Data mining | Evaluating forecasts | Model selection | Panel data | Probability forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012_26 5 pages long |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C23 - Models with Panel Data ; G01 - Financial Crises ; H63 - Debt; Debt Management |
Source: |
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