Quantile regression for modelling distributions of profit and loss (Q2643979)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile regression for modelling distributions of profit and loss |
scientific article |
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Quantile regression for modelling distributions of profit and loss (English)
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27 August 2007
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regression
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Basel II
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credit scoring
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haircut distribution
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kernel regression
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loss given default
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profit assessment
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revenue modelling
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