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~institution:"Deutsche Bundesbank"
~isPartOf:"Discussion Paper Series 2: Banking and Financial Studies"
~subject:"reduced-form models"
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Does modeling framework matter? A comparative study of structural and reduced-form models
Gündüz, Yalin
;
Uhrig-Homburg, Marliese
-
Deutsche Bundesbank
-
2011
difference we focus on the discriminative modeling of
default
time. In contrast to previous literature, we calibrate both …
Persistent link: https://www.econbiz.de/10009024637
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