Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
The Journal of the Operational Research Society, 2022-08, Vol.74 (7), p.1763-1774 [Peer Reviewed Journal]2022 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group 2022 ;ISSN: 0160-5682 ;EISSN: 1476-9360 ;DOI: 10.1080/01605682.2022.2115413
Digital Resources/Online E-Resources
|
||||
 |
INSPIRE LIBRARY - TON DUC THANG UNIVERSITY |  |
(84-028) 37 755 057 | Feedback |
| 19 Nguyen Huu Tho St. Dist.7, HCM |  |
thuvien@tdtu.edu.vn | ||