Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q128989768, #quickstatements; #temporary_batch_1723827951581 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128989768 / rank | |||
Normal rank | |||
Latest revision as of 19:07, 16 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling and assessing uncertainties in multiperiod corporate default risk predictions |
scientific article |
Statements
Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (English)
0 references
25 February 2019
0 references
competing risks
0 references
corporate default probability
0 references
EM algorithm
0 references
dynamic factor model
0 references
high-dimensional time series
0 references
prediction interval
0 references
0 references
0 references
0 references
