Estimating bank default with generalised extreme value regression models

Published 2015 View Full Article

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Title
Estimating bank default with generalised extreme value regression models
Authors
Keywords
Credit scoring for banks, Generalised extreme value distribution, Camels ratio predictors
Journal
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume 66, Issue 11, Pages 1783-1792
Publisher
Informa UK Limited
Online
2015-03-04
DOI
10.1057/jors.2014.106
References
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