The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis
Mindy Leow, Jonathan Crook (Credit Research Centre, University of Edinburgh Business School, Edinburgh, Scotland, United Kingdom)
| Year of publication: |
2016
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|---|---|
| Authors: | Leow, Mindy ; Crook, Jonathan N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 2 (1.3.), p. 457-464
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| Subject: | Forecasting | Robustness and sensitivity analysis | Macroeconomic variables | Structural change | Probability forecasting | Prognoseverfahren | Forecasting model | Sensitivitätsanalyse | Sensitivity analysis | Wahrscheinlichkeitsrechnung | Probability theory | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2014.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436709