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  • Search: subject:"doubly stochastic assumption"
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Year of publication
Subject
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Poisson process 3 ROC curve 3 accuracy ratio 3 bankruptcy risk 3 default 3 doubly stochastic assumption 3 leverage 3 Bayesian approach 1 CEE 1 DCC 1 DCoVaR 1 EGARCH 1 ESG 1 Forecasting model 1 GARCH 1 Gini coefficient 1 Insolvency 1 Insolvenz 1 MES 1 Poland 1 Prognoseverfahren 1 R 1 SRISK 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 accounting systems 1 bancassurance 1 banking sector 1 business cycle 1 central and eastern European countries 1 copula 1 credit risk models 1 credit scorecard development 1 credit scoring 1 currency misalignment 1 emerging markets 1 exchange rate volatility 1 finance 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
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Berent, Tomasz 2 Rejman, Radosław 2 Dziechciarz, Józef 1 Jajuga, Krzysztof 1
Published in...
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Risks 1 Risks : open access journal 1
Source
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EconStor 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Data Analysis for Risk Management – Economics, Finance and Business
Jajuga, Krzysztof (contributor);  … - 2024
This reprint concerns methods of data analysis for risk management in economics, finance, and business. The presented papers contain research on data analysis methods, including classical statistical methods, and machine learning methods that have emerged from statistics and are being...
Persistent link: https://www.econbiz.de/10015324884
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Bankruptcy prediction with a doubly stochastic poisson forward intensity model and low-quality data
Berent, Tomasz; Rejman, Radosław - In: Risks 9 (2021) 12, pp. 1-24
With the record high leverage across all segments of the (global) economy, default prediction has never been more important. The excess cash illusion created in the context of COVID-19 may disappear just as quickly as the pandemic entered our world in 2020. In this paper, instead of using any...
Persistent link: https://www.econbiz.de/10013200879
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Cover Image
Bankruptcy prediction with a doubly stochastic poisson forward intensity model and low-quality data
Berent, Tomasz; Rejman, Radosław - In: Risks : open access journal 9 (2021) 12, pp. 1-24
With the record high leverage across all segments of the (global) economy, default prediction has never been more important. The excess cash illusion created in the context of COVID-19 may disappear just as quickly as the pandemic entered our world in 2020. In this paper, instead of using any...
Persistent link: https://www.econbiz.de/10012794088
Saved in:
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