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Multiperiod default probability forecasting
Blümke, Oliver - In: Journal of forecasting 41 (2022) 4, pp. 677-696
Persistent link: https://www.econbiz.de/10013287842
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On the cyclicality of default rates of banks : a comparative study of the asset correlation and diversification effects
Blümke, Oliver - In: Journal of empirical finance 47 (2018), pp. 65-77
Persistent link: https://www.econbiz.de/10012103483
Cover Image
Multiperiod default probability forecasting
Blümke, Oliver - In: Journal of Forecasting 41 (2021) 4, pp. 677-696
Persistent link: https://www.econbiz.de/10012632590