keyword Bootstrapped quantile regression / (1 Article)
- Sort by
- Date
-
1.
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