On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/validation
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Published:2019
Issue:1
Volume:13
Page:39-61
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ISSN:1753-9579
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Container-title:Journal of Risk Model Validation
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language:
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Short-container-title:JRMV
Author:
Zhang Xin,Tung Tony
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Economics and Econometrics,Finance,Modeling and Simulation