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Forecasting and stress testing credit card default using dynamic models

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Title: Forecasting and stress testing credit card default using dynamic models
Authors: Bellotti, T
Crook, J
Item Type: Journal Article
Issue Date: 1-Oct-2013
Date of Acceptance: 8-Aug-2013
URI: http://hdl.handle.net/10044/1/30056
DOI: https://dx.doi.org/10.1016/j.ijforecast.2013.04.003
ISSN: 1872-8200
Publisher: Elsevier
Start Page: 563
End Page: 574
Journal / Book Title: International Journal of Forecasting
Volume: 29
Issue: 4
Copyright Statement: © 2013, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/
Keywords: Social Sciences
Economics
Management
Business & Economics
ECONOMICS
MANAGEMENT
Survival analysis
Stress testing
Credit risk
RISK
Econometrics
1403 Econometrics
1505 Marketing
Publication Status: Published
Appears in Collections:Mathematics
Statistics
Faculty of Natural Sciences



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