Pages that link to "Item:Q2323366"
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The following pages link to Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366):
Displaying 7 items.
- Spatial dependence in credit risk and its improvement in credit scoring (Q320986) (← links)
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Dual-frailty default intensity model: estimations and an application (Q5082610) (← links)
- Monitoring foreclosure rates with a spatially risk-adjusted Bernoulli CUSUM chart for concurrent observations (Q5138536) (← links)
- Forecasting portfolio returns with skew-geometric Brownian motions (Q6580728) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)