Macro-economic factors in credit risk calculations:...

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Journal of Business and Economic Statistics 2016 / 11

Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models

Dirick, Lore, Bellotti, Tony, Claeskens, Gerda, Baesens, Bart
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Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2016.1260471
Date:
November, 2016
File:
PDF, 145 KB
english, 2016
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