Multi-period credit default prediction with time-varying covariates
by Walter Orth
| Year of publication: |
2011 ; This draft: Nov. 22, 2011
|
|---|---|
| Authors: | Orth, Walter |
| Publisher: |
Köln : Univ., Seminar für Wirtschafts- und Sozialstatistik |
| Extent: | graph. Darst. |
|---|---|
| Series: | Discussion papers in statistics and econometrics. - Köln : Seminar f. Wirtschafts- u. Sozialstatistik, Univ. zu Köln. - Vol. 3/11 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009362843