Forecasting Credit Event Frequency – Empirical Evidence for West German Firms

Hamerle, Alfred and Liebig, Thilo and Scheule, Harald (2006) Forecasting Credit Event Frequency – Empirical Evidence for West German Firms. Journal of Risk 9 (1), pp. 75-98.

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Item Type:Article
Institutions: Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Business, Economics and Information Systems > Institut für Statistik und Wirtschaftsgeschichte > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Interdisciplinary subject network:Immobilien- und Kapitalmärkte, Immobilien- und Kapitalmärkte
Subjects:300 Social sciences > 330 Economics
300 Social sciences > 310 General statistics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner:Renate Meier-Reusch
Deposited On:23 Jun 2009 13:36
Last Modified:19 Jul 2010 14:33
Item ID:8208
Owner Only: item control page