Predicting default risk under asymmetric binary link functions
Year of publication: |
2020
|
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Authors: | Dendramis, Yiannis ; Tzavalis, Elias ; Varthalitis, Petros ; Athanasiou, Eleni |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 3, p. 1039-1056
|
Subject: | Survival analysis | Credit risk | Consumer loans | Asymmetric distribution | Forecasting default | Kreditrisiko | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Theorie | Theory | Verbraucherkredit | Consumer credit |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1302-1303 |
Other identifiers: | 10.1016/j.ijforecast.2019.11.003 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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