Modeling of recovery rate for a given default by non-parametric method
Rongda Chen, Hanxian Zhou, Chenglu Jin, Wei Zheng
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Rongda ; Zhou, Hanxian ; Jin, Chenglu ; Zheng, Wei |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 57.2019, p. 1-16
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| Subject: | Boundary problem | Default recovery rate | Kernel function | Non-parametric estimation | Optimal bandwidth | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Insolvenz | Insolvency | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2018.10.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012170556