Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach
Mohammad Shamsu Uddin, Guotai Chi, Mazin A.M. Al Janabi, Tabassum Habib, Kunpeng Yuan
| Year of publication: |
2022
|
|---|---|
| Authors: | Uddin, Mohammad S. ; Chi, Guotai ; Al Janabi, Mazin A. M. ; Habib, Tabassum ; Yuan, Kunpeng |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 7, p. 1386-1415
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| Subject: | credit risk | high dimensional | hybrid model | low dimensional | TreeNet® | Kreditrisiko | Credit risk | Theorie | Theory | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2860 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465701