Forecasting forward defaults with the discrete-time hazard model
Ruey-ching Hwang and Chih-kang Chu
| Year of publication: |
2014
|
|---|---|
| Authors: | Hwang, Ruey-ching ; Chu, Chih-kang |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 2, p. 108-123
|
| Subject: | discrete-time forward hazard model | expanding rolling window approach | forward default prediction | predicted number of defaults | predicted survival time | Prognoseverfahren | Forecasting model | Theorie | Theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Statistische Bestandsanalyse | Duration analysis | Derivat | Derivative | Prognose | Forecast |
| 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/10010424865