"Forecasting probabilities of default and loss rates given default in the ..."

Daniel Rösch, Harald Scheule (2014)

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DOI: 10.1057/JORS.2012.82

access: closed

type: Journal Article

metadata version: 2020-06-08

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Daniel Rösch, Harald Scheule:
Forecasting probabilities of default and loss rates given default in the presence of selection. J. Oper. Res. Soc. 65(3): 393-407 (2014)

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