Multiple event incidence and duration analysis for credit data incorporating non-stochastic loan maturity
John G. T. Watkins, Andrey L. Vasnev and Richard Gerlach
| Year of publication: |
2014
|
|---|---|
| Authors: | Watkins, John G. T. ; Vasnev, Andrey L. ; Gerlach, Richard |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 4, p. 627-648
|
| Subject: | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Australien | Australia | 2001-2008 |
| 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/10010414868