Wavelets analysis on structural model for default prediction
Lu Han, Ruihuan Ge
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Han, Lu ; Ge, Ruihuan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 50.2017, 1, p. 111-140
|
| Subject: | Wavelet structural model | Time series analysis | Default prediction | Credit risk management | Kreditrisiko | Credit risk | Zeitreihenanalyse | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Insolvenz | Insolvency | Theorie | Theory | Schätzung | Estimation | Risikomanagement | Risk management | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9584-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762221