Multi-period credit default prediction with time-varying covariates
Walter Orth
| Year of publication: |
2013
|
|---|---|
| Authors: | Orth, Walter |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 21.2013, p. 214-222
|
| Subject: | Credit default | Multi-period predictions | Hazard models | Panel data | Out-of-sample tests | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Zeit | Time | Statistische Bestandsanalyse | Duration analysis | Panel | Panel study | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745256