Title of article
On the way to recovery: A nonparametric bias free estimation of recovery rate densities
Author/Authors
Olivier Renault، نويسنده , , Olivier Scaillet، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
17
From page
2915
To page
2931
Keywords
recovery , Default , Kernel estimation , Credit risk
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193667
Link To Document