Dean Fantazzini

From MaRDI portal
Person:398806

Available identifiers

zbMath Open fantazzini.deanMaRDI QIDQ398806

List of research outcomes





PublicationDate of PublicationType
Random survival forests models for SME credit risk measurement2014-08-15Paper
Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects2014-04-14Paper
The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study2010-03-30Paper
A new approach for firm value and default probability estimation beyond Merton models2008-06-11Paper

Research outcomes over time

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