Forecasting net charge-off rates of banks : what model works best?
James R. Barth, Sumin Han, Sunghoon Joo, Kang Bok Lee, Stevan Maglic and Xuan Shen
| Year of publication: |
2018
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|---|---|
| Authors: | Barth, James R. ; Han, Sumin ; Joo, Sunghoon ; Lee, Kang Bok ; Maglic, Stevan ; Shen, Xuan |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 3, p. 554-589
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| Subject: | forecasting | banking | predictive models | ridge estimator | partial least squares | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Bank | Kleinste-Quadrate-Methode | Least squares method | Partielle kleinste Quadrate | Partial least squares |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2018.3.554 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156806