Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests |
scientific article |
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Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (English)
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23 August 2022
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INAR model
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multidimensional Hawkes process
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credit risk
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