Quality control for structural credit risk models
Year of publication: |
2008
|
---|---|
Authors: | Andreou, Elena ; Ghysels, Eric |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 364-375
|
Subject: | Kreditrisiko | Credit risk | Strukturbruch | Structural break | Statistischer Test | Statistical test | Theorie | Theory |
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