The performance of hybrid models in the assessment of default risk
Mondher Bellalah, Sami Zouari, Olivier Levyne
| Year of publication: |
January 2016
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| Authors: | Bellalah, Mondher ; Zouari, Sami ; Levyne, Olivier |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part A, p. 259-265
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| Subject: | Default risk | Structural models | Non-structural model | Hybrid model | Probit model | Default probability | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Strukturgleichungsmodell | Structural equation model | Probit-Modell | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.10.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645652