Resultats globals: 2 registres trobats en 0.02 segons.
Articles, 2 registres trobats
Articles 2 registres trobats  
1.
30 p, 1.7 MB Time-varying market beta : does the estimation methodology matter? / Nieto, Belén (Universitat d'Alacant) ; Orbe, Susan (Universidad del País Vasco) ; Zarraga, Ainhoa (Universidad del País Vasco)
This paper compares the performance of nine time-varying beta estimates taken from three different methodologies never previously compared: least-square estimators including nonparametric weights, GARCH-based estimators and Kalman filter estimators. [...]
2014
SORT : statistics and operations research transactions, Vol. 38, Núm. 1 (January-June 2014) , p. 13-42  
2.
46 p, 1.1 MB Modelling consumer credit risk via survival analysis / Cao, Ricardo (Universidade da Coruña) ; Vilar, Juan M. (Universidade da Coruña) ; Devía, Andrés (Universidade da Coruña) ; Universidade da Coruña
Credit risk models are used by financial companies to evaluate in advance the insolvency risk caused by credits that enter into default. Many models for credit risk have been developed over the past few decades. [...]
2009
SORT : statistics and operations research transactions, Vol. 33, Núm. 1 (January-June 2009) , p. 3-30  

Us interessa rebre alertes sobre nous resultats d'aquesta cerca?
Definiu una alerta personal via correu electrònic o subscribiu-vos al canal RSS.