Forecasting credit ratings with the varying-coefficient model (Q5400665)
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scientific article; zbMATH DE number 6265445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting credit ratings with the varying-coefficient model |
scientific article; zbMATH DE number 6265445 |
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Forecasting credit ratings with the varying-coefficient model (English)
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4 March 2014
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credit rating forecasting
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dynamic ordered probit model
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expanding rolling window approach
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predicted number of ratings
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varying-coefficient model
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