Parameter Estimation in Credit Models Under Incomplete Information (Q5419657)
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scientific article; zbMATH DE number 6302706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation in Credit Models Under Incomplete Information |
scientific article; zbMATH DE number 6302706 |
Statements
Parameter Estimation in Credit Models Under Incomplete Information (English)
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11 June 2014
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CDS index
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credit risk
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filtering
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maximum-likelihood
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0.9304259
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0.9269727
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0.89248216
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0.8830291
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0.8785945
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0.8710357
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