Härdle, Wolfgang; Moro, Rouslan A.; Schäfer, Dorothea - 2007
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http://sfb649.wiwi.hu-berlin.de
ISSN 1860-5664
SFB 649, Humboldt …. This research was also supported by Deutsche
Forschungsgemeinschaft through the SFB 649 “Economic Risk”. We are grateful to … quantitative models on the PD
estimation and, therefore, on capital requirements.
When following the DA, logit or probit approach …