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Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
Hui, Cho-hoi; Wong, Tak-chuen; Lo, Chi-fai; Huang, Ming-xi - In: The journal of risk model validation 6 (2012) 3, pp. 27-49
Persistent link: https://www.econbiz.de/10010048650
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Discriminatory power and predictions of defaults of structural credit risk models
Wong, Tak-chen; Hui, Cho H.; Lo, C. F. - In: The journal of risk model validation 3 (2009/10) 4, pp. 39-60
Persistent link: https://www.econbiz.de/10009262129
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Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
Hui, Cho H.; Wong, Tak-chuen; Lo, Chi-fai; Ming Xi Huang - In: The journal of risk model validation 6 (2012) 3, pp. 27-49
Persistent link: https://www.econbiz.de/10009658577