Estimating default probabilities of CMBS loans with clustering and heavy censoring
Yildiray Yildirim
| Year of publication: |
2008
|
|---|---|
| Authors: | Yildirim, Yildiray |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 37.2008, 2, p. 93-111
|
| Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Insolvenz | Insolvency | Statistische Verteilung | Statistical distribution | Clusteranalyse | Cluster analysis | USA | United States | 2000-2005 |
| 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://www.econbiz.de/10003735919