Probability of default validation : introducing the likelihood-ratio test and power considerations
Oliver Blümke
| Year of publication: |
2013
|
|---|---|
| Authors: | Blümke, Oliver |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 7.2013, 2, p. 29-59
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010185314