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~isPartOf:"ECB Working Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Kreditrisiko
301
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290
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125
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59
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59
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Altman, Edward I.
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Chi, Guotai
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ECB Working Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
22
The journal of risk model validation
19
European journal of operational research : EJOR
17
International journal of forecasting
14
Journal of forecasting
11
Journal of risk management in financial institutions
9
Discussion paper / Tinbergen Institute
8
Risks : open access journal
7
The journal of structured finance
7
Finance and economics discussion series
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
SFB 649 discussion paper
6
Applied economics letters
5
Finance research letters
5
International review of financial analysis
5
Journal of empirical finance
5
Journal of risk
5
Journal of the Operational Research Society : OR
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Quantitative finance
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
The journal of futures markets
4
Tinbergen Institute Discussion Paper
4
Applied economics
3
Discussion paper / Deutsche Bundesbank
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
IMF working papers
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International Journal of Financial Studies : open access journal
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Journal of econometrics
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Journal of financial economics
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Journal of risk finance : the convergence of financial products and insurance
3
Pacific-Basin finance journal
3
Review of quantitative finance and accounting
3
Technical Report
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The British accounting review : the journal of the British Accounting Association
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The European journal of finance
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ECONIS (ZBW)
28
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1
Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Troian, Rafael Rodrigues
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 63-81
Persistent link: https://www.econbiz.de/10009781085
Saved in:
2
A nonparametric approach to incorporating incomplete workouts into loss given default estimates
Rapisarda, Grazia
;
Echeverry, David
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 47-61
Persistent link: https://www.econbiz.de/10009781086
Saved in:
3
A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
Saved in:
4
Systemic risk in the financial system : capital shortfalls under Brexit, the US elections and the Italian referendum
Engle, Robert F.
;
Zazzara, Cristiano
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 97-120
Persistent link: https://www.econbiz.de/10012041807
Saved in:
5
Group affiliation and default prediction
Beaver, William H.
;
Cascino, Stefano
;
Correia, Maria
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3559-3584
Persistent link: https://www.econbiz.de/10012062684
Saved in:
6
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
7
Credit ratings and credit risk : is one measure enough?
Hilscher, Jens
;
Wilson, Mungo
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3414-3437
Persistent link: https://www.econbiz.de/10011760509
Saved in:
8
Credit default prediction using a support vector machine and a probabilistic neural network
Abedin, Mohammad Zoynul
;
Chi, Guotai
;
Colombage, Sisira
; …
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011917538
Saved in:
9
The art of probability-of-default curve calibration
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
9
(
2013/14
)
4
,
pp. 63-103
Persistent link: https://www.econbiz.de/10010233807
Saved in:
10
From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
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