Corporate credit default models : a mixed logit approach
Year of publication: |
2013
|
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Authors: | Kukuk, Martin ; Rönnberg, Michael |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 40.2013, 3, p. 467-483
|
Subject: | Logit-Modell | Logit model | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating | Schätzung | Estimation | Kreditderivat | Credit derivative |
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