Discriminatory power and predictions of defaults of structural credit risk models
Year of publication: |
2009
|
---|---|
Authors: | Wong, Tak-chen ; Hui, Cho H. ; Lo, C. F. |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 3.2009/10, 4, p. 39-60
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Subject: | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Welt | World | Kapitalstruktur | Capital structure | Schätzung | Estimation | Theorie | Theory | Unternehmenswert | Firm value |
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