Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Hyeongwoo Kong"'
Autor:
Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju‐Hyun Kim, Kyoung‐Kuk Kim, Il‐Chul Moon, Woo Chang Kim
Publikováno v:
Intelligent Systems in Accounting, Finance and Management. 29:242-253
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfa8f4990f776c27a28cd7093da04c93
https://doi.org/10.1002/isaf.1523
https://doi.org/10.1002/isaf.1523
Publikováno v:
Finance Research Letters. 54:103698
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::801c16d66913d072d6d07df2d20771cc
https://doi.org/10.1016/j.frl.2023.103698
https://doi.org/10.1016/j.frl.2023.103698
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030503703
ICCS (1)
ICCS (1)
We extend Merton’s framework by adopting stochastic volatility to propose an early warning indicator for banks’ credit risk. Bayesian inference is employed to estimate the parameters of Heston model. We provide empirical evidence and demonstrate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1858f55dc5c43bd37e743435751d0ee8
https://doi.org/10.1007/978-3-030-50371-0_30
https://doi.org/10.1007/978-3-030-50371-0_30
