keyword Bootstrapped quantile regression / (1 Article)
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Writer : Derbali، A ؛ Hallara، S ؛
Journal:International Journal of Management and Business Research»Spring 2015, Volume 5 - Number 2 (18 page(s) - From 141 to 158 )
Keywords:Probability of defaultRecovery rateNumber of defaultExpected value of lossesBootstrapped quantile regressionSimultaneous quantile regressionDays
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| Journal International Journal of Management and Business Research 1 |
Related keywords
Recovery rateSimultaneous quantile regressionNumber of defaultExpected value of lossesProbability of default