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~person:"Hwang, Ruey-Ching"
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Conditional distribution
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Credit risk
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Logistic regression
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Hwang, Ruey-Ching
Swanson, Norman R.
6
Corradi, Valentina
5
Spady, Richard Henry
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5
Yao, Qiwei
5
Berti, Patrizia
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Rigo, Pietro
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Yuan, Ao
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Chu, Chih-Kang
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Hall, Peter
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Hennessy, David A.
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Hong, Yongmiao
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Bouezmarni, Taoufik
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Cai, Lili
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International journal of forecasting
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Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
Journal of financial services research
59
(
2021
)
3
,
pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
Saved in:
2
Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
Saved in:
3
A logistic regression point of view toward loss given default distribution estimation
Hwang, Ruey-Ching
;
Chu, Chih-Kang
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10011906390
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