Predicting issuer credit ratings using generalized estimating equations (Q5746771)
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scientific article; zbMATH DE number 6256481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Predicting issuer credit ratings using generalized estimating equations |
scientific article; zbMATH DE number 6256481 |
Statements
Predicting issuer credit ratings using generalized estimating equations (English)
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8 February 2014
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credit risk forecasting
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dynamic ordered probit model
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expanding rolling window approach
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generalized estimating equations
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independence estimating equations
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0.790823221206665
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0.7633915543556213
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0.7449368238449097
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0.7304426431655884
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0.7245512008666992
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