MULTIDIMENSIONAL DISTANCE-TO-COLLAPSE POINT AND SOVEREIGN DEFAULT PREDICTION

Intelligent Systems in Accounting, Finance and Management

Volumn 19, Issue 4, 2012, Pages 205-228

  Savona, Roberto ^a   Vezzoli, Marika ^a  

^a UNIVERSITY OF BRESCIA   (Italy)

Author keywords

credit risk; cross validation aggregating (CRAGGING); probit; regression tree; sovereign default

Indexed keywords

EID: 84900567047     PISSN: 15501949     EISSN: 21600074     Source Type: Journal    
DOI: 10.1002/isaf.1332     Document Type: Article

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