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~isPartOf:"International journal of forecasting"
~subject:"Consumer credit"
~subject:"Credit risk"
~subject:"Interest rate"
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International journal of forecasting
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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A mixture model for credit card exposure at default using the GAMLSS framework
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 503-518
Persistent link: https://www.econbiz.de/10014462794
Saved in:
2
Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony
;
Crook, Jonathan N.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 563-574
Persistent link: https://www.econbiz.de/10010212469
Saved in:
3
Loss given default models incorporating macroeconomic variables for credit cards
Bellotti, Tony
;
Crook, Jonathan N.
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 171-182
Persistent link: https://www.econbiz.de/10009581992
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