Downturn Loss Given Default: Mixture distribution estimation (2014)

First Author: Calabrese R
Attributed to:  Smart Data Analytics for Business and Local Government funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.ejor.2014.01.043

Publication URI: http://dx.doi.org/10.1016/j.ejor.2014.01.043

Type: Journal Article/Review

Parent Publication: European Journal of Operational Research

Issue: 1