Local logit regression for recovery rate

Nithi Sopitpongstron, Param Silvapulle and Jiti Gao

Year of publication:	November 2017
Authors:	Sopitpongstorn, Nithi ; Silvapulle, Paramsothy ; Gao, Jiti
Publisher:	Victoria : Monash University, Department of Econometrics and Business Statistics
Subject:	Loss given default \| credit risk \| nonlinearity \| kernel estimation \| defaulted debt \| simulation \| Kreditrisiko \| Credit risk \| Simulation \| Insolvenz \| Insolvency \| Theorie \| Theory \| Logit-Modell \| Logit model \| Basler Akkord \| Basel Accord \| Regressionsanalyse \| Regression analysis

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