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  • Search: subject:"naive model"
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Year of publication
Subject
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Merton’s distance to default model 3 ambiguity aversion 3 consumer confidence index 3 default probability 3 naive model 3 statistical significance 3 Consumer behaviour 1 Credit risk 1 Insolvency 1 Insolvenz 1 Konsumentenverhalten 1 Kreditrisiko 1 Theorie 1 Theory 1
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Online availability
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Free 3
Type of publication
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Article 3
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 2 Undetermined 1
Author
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Chen, Wei-ling 3 So, Leh-chyan 3
Published in...
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Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Validation of the Merton distance to the default model under ambiguity
Chen, Wei-ling; So, Leh-chyan - In: Journal of Risk and Financial Management 7 (2014) 1, pp. 13-27
. The Cox proportional hazard model is used to compare the forecasting power of Bharath and Shumway's naive model, which … performs better than Bharath and Shumway's naive model. In addition, our empirical results show that the statistical …
Persistent link: https://www.econbiz.de/10011843241
Saved in:
Cover Image
Validation of the Merton Distance to the Default Model under Ambiguity
Chen, Wei-ling; So, Leh-chyan - In: Journal of Risk and Financial Management 7 (2014) 1, pp. 13-27
. The Cox proportional hazard model is used to compare the forecasting power of Bharath and Shumway’s naive model, which … performs better than Bharath and Shumway’s naive model. In addition, our empirical results show that the statistical …
Persistent link: https://www.econbiz.de/10010754542
Saved in:
Cover Image
Validation of the Merton distance to the default model under ambiguity
Chen, Wei-ling; So, Leh-chyan - In: Journal of risk and financial management : JRFM 7 (2014) 1, pp. 13-27
. The Cox proportional hazard model is used to compare the forecasting power of Bharath and Shumway’s naive model, which … performs better than Bharath and Shumway’s naive model. In addition, our empirical results show that the statistical …
Persistent link: https://www.econbiz.de/10011553338
Saved in:
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