مرکز منطقه ای اطلاع رساني علوم و فناوري - Bayesian inference for generalized linear mixed models of portfolio credit risk

Title of article :

Bayesian inference for generalized linear mixed models of portfolio credit risk

Author/Authors :

Alexander J. McNeil، نويسنده , , Jonathan P. Wendin، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2007

Pages :

From page :

131

To page :

149

Keywords :

State space model , Bayesian inference , credit risk , Generalized linear mixed model

Journal title :

Journal of Empirical Finance

Serial Year :

2007

Journal title :

Journal of Empirical Finance

Record number :

130847

Link To Document :