A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
| Autor: | Krüger, Steffen, Oehme, Toni, Rösch, Daniel, Scheule, Harald |
|---|---|
| Zdroj: | In Journal of Empirical Finance June 2018 47:246-262 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect