Default forecast with auxiliary information using a logarithmic transformation model (Q5064269)
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scientific article; zbMATH DE number 7494956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default forecast with auxiliary information using a logarithmic transformation model |
scientific article; zbMATH DE number 7494956 |
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Default forecast with auxiliary information using a logarithmic transformation model (English)
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21 March 2022
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default
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auxiliary information
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credit risk
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empirical likelihood
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log-transformation
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