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The purpose of this study is to assess model risk with respect to parameter estimation for a simple binary logistic regression model applied as a predictive model. The assessment is done by comparing the effectiveness of eleven different parameter estimation methods. The results from the...
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We propose a flexible and robust non-parametric local logit regression for modelling and predicting defaulted loans' recovery rates that lie in [0,1]. Applying the model to the widely studied Moody's recovery dataset and estimating it by a data-driven method, the local logit regression uncovers...
Persistent link: https://www.econbiz.de/10012945593
countries, and India is now one of the worst-affected country in the world. Researchers all around the world are racing to come …. However, in India the recovery rate has been far better than in other countries, and is steadily improving. Still in such a … India for the empirical analysis. …
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We by this paper assess the risk investor's face by way of operating Bitcoin exchanges, which however convert Bitcoins into hard currency. We examine the cause of closure of these exchanges and what investors should look for as well as the path to take in investing in an exchange
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This paper uses firm level data from the World Bank Enterprise surveys conducted in 2019 and from the COVID-19 follow-up surveys conducted in 2020 in eight European countries to investigate the link between firm characteristics before the pandemic and firm survival until 2020. For the first time...
Persistent link: https://www.econbiz.de/10015422696