Modelling Portfolio Defaults Using Hidden Markov Models with Covariates (Q3499433)
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scientific article; zbMATH DE number 5281613
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| default for all languages | No label defined |
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| English | Modelling Portfolio Defaults Using Hidden Markov Models with Covariates |
scientific article; zbMATH DE number 5281613 |
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Modelling Portfolio Defaults Using Hidden Markov Models with Covariates (English)
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29 May 2008
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0.8674671053886414
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0.7959890365600586
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0.7716844081878662
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0.7685480117797852
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0.7484816312789917
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