Generalized beta regression models for random loss-given-default

X Huang, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

16 Citations (Scopus)
Original languageEnglish
Pages (from-to)1-26
Number of pages26
JournalThe Journal of Credit Risk
Volume7
Issue number4
Publication statusPublished - 2011

Keywords

  • academic journal papers

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