On the accuracy of loss-given-default prediction intervals

  1. Samuel Baixauli, J.
  2. Alvarez, S.
Journal:
Journal of Risk Finance

ISSN: 0965-7967,  1526-5943

Year of publication: 2009

Volume: 10

Issue: 2

Pages: 131-141

Type: Article

DOI: 10.1108/15265940910938215 GOOGLE SCHOLAR
Data source: Scopus