Spatial dependence in credit risk and its improvement in credit scoring
Guilherme Barreto Fernandes, Rinaldo Artes
| Year of publication: |
2016
|
|---|---|
| Authors: | Fernandes, Guilherme Barreto ; Aertes, Rinaldo |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 2 (1.3.), p. 517-524
|
| Subject: | Risk analysis | Spatial dependence | SME credit risk | Ordinary kriging | Credit scoring | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | KMU | SME | Räumliche Interaktion | Spatial interaction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2015.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436726