Work

Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD

Year: 2010

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2010.06.002

Authors: Jie Zhang, Lyn C. Thomas

Institution: University of Southampton

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968831178

FWCI: 5.01

Cites: 27

Cited by: 96

Related to: 10