Pages that link to "Item:Q737911"
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The following pages link to Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911):
Displaying 6 items.
- Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969) (← links)
- Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Improving corporate bond recovery rate prediction using multi-factor support vector regressions (Q724157) (← links)
- Fuzzy decision fusion approach for loss-given-default modeling (Q1683113) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
