Forecasting Cross-Sections of Frailty-Correlated Default
Year of publication: |
2008
|
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Authors: | Koopman, Siem Jan ; Lucas, André ; Schwaab, Bernd |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Kreditrisiko | Prognoseverfahren | Panelforschung | USA | Non-Gaussian Panel Data | Common Factors | Unobserved Components | Forecasting Conditional Default Probabilities |
Series: | Tinbergen Institute Discussion Paper ; 08-029/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 838012094 [GVK] hdl:10419/86937 [Handle] RePEc:dgr:uvatin:20080029 [RePEc] |
Classification: | C33 - Models with Panel Data ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Forecasting cross-sections of frailty-correlated default
Koopman, Siem Jan, (2008)
-
Forecasting Cross-Sections of Frailty-Correlated Default
Koopman, Siem Jan, (2008)
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Forecasting Cross-Sections of Frailty-Correlated Default
Koopman, Siem Jan, (2008)
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