T-Statistics for Weighted Means in Credit Risk Modelling
Year of publication: |
[2008]
|
---|---|
Authors: | Kercheval, Alec N. |
Other Persons: | Goldberg, Lisa R. (contributor) ; Lee, Kiseop (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Risk Finance, Forthcoming |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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