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ZPP 2 bitcoin 2 cauchit 2 credit risk 2 crypto-assets 2 crypto-currencies 2 default probability 2 google trends 2 logit 2 probability of death 2 probit 2 random forests 2 Credit risk 1 Forecasting model 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Probability theory 1 Prognoseverfahren 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1
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Free 2 CC license 1
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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English 2
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Fantazzini, Dean 2
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Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Crypto-coins and credit risk: Modelling and forecasting their probability of death
Fantazzini, Dean - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-34
the best models turned out to be the same in most cases. In general, we found that the cauchit and the zero …
Persistent link: https://www.econbiz.de/10014332505
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Cover Image
Crypto-coins and credit risk : modelling and forecasting their probability of death
Fantazzini, Dean - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-34
the best models turned out to be the same in most cases. In general, we found that the cauchit and the zero …
Persistent link: https://www.econbiz.de/10013370404
Saved in:
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