Unobserved systematic risk factor and default prediction
Min Qi; Xiaofei Zhang; Xinlei Zhao
| Year of publication: |
2014
|
|---|---|
| Authors: | Qi, Min ; Zhang, Xiaofei ; Zhao, Xinlei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 216-227
|
| Subject: | Observed systematic risk factors | Unobserved systematic risk factor | Corporate default prediction | Rank order | Predictive accuracy | Prognoseverfahren | Forecasting model | Risiko | Risk | CAPM | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| 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://ebvufind01.dmz1.zbw.eu/10010508040