Predicting issuer credit ratings using generalized estimating equations (Q5746771)
From MaRDI portal
scientific article; zbMATH DE number 6256481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting issuer credit ratings using generalized estimating equations |
scientific article; zbMATH DE number 6256481 |
Statements
Predicting issuer credit ratings using generalized estimating equations (English)
0 references
8 February 2014
0 references
credit risk forecasting
0 references
dynamic ordered probit model
0 references
expanding rolling window approach
0 references
generalized estimating equations
0 references
independence estimating equations
0 references
