The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972): Difference between revisions
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| Property / author: Jonathan N. Crook / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / zbMATH DE Number: 6635788 / rank | |||
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forecasting | |||
| Property / zbMATH Keywords: forecasting / rank | |||
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robustness and sensitivity analysis | |||
| Property / zbMATH Keywords: robustness and sensitivity analysis / rank | |||
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macroeconomic variables | |||
| Property / zbMATH Keywords: macroeconomic variables / rank | |||
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structural change | |||
| Property / zbMATH Keywords: structural change / rank | |||
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probability forecasting | |||
| Property / zbMATH Keywords: probability forecasting / rank | |||
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Latest revision as of 21:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis |
scientific article |
Statements
The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (English)
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7 October 2016
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forecasting
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robustness and sensitivity analysis
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macroeconomic variables
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structural change
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probability forecasting
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