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Statistical merging of rating models
Figini, Silvia
;
Giudici, Paolo
- In:
Journal of the Operational Research Society : OR
62
(
2011
)
6
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10009154365
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Estimating bank default with generalised extreme value regression models
Calabrese, Raffaella
;
Giudici, Paolo
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
11
,
pp. 1783-1792
Persistent link: https://www.econbiz.de/10011418442
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