Wavelets analysis on structural model for default prediction
Year of publication: |
June 2017
|
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Authors: | Han, Lu ; Ge, Ruihuan |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 50.2017, 1, p. 111-140
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Subject: | Wavelet structural model | Time series analysis | Default prediction | Credit risk management | Kreditrisiko | Credit risk | Zeitreihenanalyse | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
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