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 15 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)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418) (← links)
- Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities (Q2103037) (← links)
- Maximum likelihood estimation for left-censored survival times in an additive hazard model (Q2448797) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- EFFECT OF THE COMPANY RELATIONSHIP NETWORK ON DEFAULT PREDICTION: EVIDENCE FROM CHINESE LISTED COMPANIES (Q5048583) (← links)
- MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS (Q5061495) (← links)
- Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370) (← links)
- Parameter Estimation in Credit Models Under Incomplete Information (Q5419657) (← links)
