EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098)
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scientific article; zbMATH DE number 5684697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE |
scientific article; zbMATH DE number 5684697 |
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EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (English)
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19 March 2010
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structural credit risk model
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estimation approach
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default prediction
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maximum likelihood estimation (MLE)
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