Estimating future transition probabilities when the value of side information decays, with applications to credit modeling
Craig Fiedman; Jinggang Huang; Yangyong Zhang
| Year of publication: |
2011
|
|---|---|
| Authors: | Fiedman, Craig ; Huang, Jinggang ; Zhang, Yangyong |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 14.2011/12, 1, p. 41-94
|
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Datenqualität | Data quality | Zeitkonsistenz | Time consistency | Informationswert | Information value |
| 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/10011301315