keyword Simultaneous quantile regression ‎/ (1 Article)

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Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Empirical Evidence from Greece

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 default Recovery rate Number of default Expected value of losses Bootstrapped quantile regression Simultaneous quantile regressionDays

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