Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
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Publication:6634837
DOI10.1080/07350015.2016.1260471zbMATH Open1548.62559MaRDI QIDQ6634837FDOQ6634837
Authors: Lore Dirick, Tony Bellotti, Gerda Claeskens, Bart Baesens
Publication date: 8 November 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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Cited In (1)
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