Generalized beta regression models for random loss given default

By Xinzheng Huang, Cornelis W. Oosterlee. 2008

59 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bdf9d8544d661cb5a317acb0c5e001d0e83fd091