Behavioral technology credit scoring model with time-dependent covariates for stress test
Yonghan Ju; Song Yi Jeon; So Young Sohn
| Year of publication: |
2015
|
|---|---|
| Authors: | Ju, Yonghan ; Jeon, Song Yi ; Sohn, So Young |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 3 (1.5.), p. 910-919
|
| Subject: | Technology credit scoring | Stress test | Time-varying covariate | Survival analysis | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Stresstest | Korrelation | Correlation | Statistische Bestandsanalyse | Duration analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010492360