مرکز منطقه ای اطلاع رساني علوم و فناوري - On the way to recovery: A nonparametric bias free estimation of recovery rate densities

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 :

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 :