A credit default swap application by using quantile regression technique (Q5078469)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A credit default swap application by using quantile regression technique |
scientific article; zbMATH DE number 7530923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A credit default swap application by using quantile regression technique |
scientific article; zbMATH DE number 7530923 |
Statements
A credit default swap application by using quantile regression technique (English)
0 references
23 May 2022
0 references
credit default swap
0 references
quantile regression
0 references
credit risk
0 references
0 references
0.8343865
0 references
0.8285788
0 references
0.8252547
0 references
0.8247458
0 references
0.8233993
0 references
0.8189856
0 references
0.8164826
0 references
0.8143697
0 references
0.8090553
0 references