The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972)
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scientific article; zbMATH DE number 6635788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis |
scientific article; zbMATH DE number 6635788 |
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The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (English)
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7 October 2016
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forecasting
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robustness and sensitivity analysis
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macroeconomic variables
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structural change
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probability forecasting
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0.8828436
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0.8749263
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0.86631525
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0.86621284
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0.86621284
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0.8640992
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