Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
| Year of publication: |
2008
|
|---|---|
| Authors: | Yildirim, Yildiray |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 37.2008, 2, p. 93-111
|
| Publisher: |
Springer |
| Subject: | Multilevel mixture model | Credit risk | CMBS |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810451