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Estimating and validating long-run probability of...
Journal article

Estimating and validating long-run probability of default with respect to Basel II requirements

Authors

Miu P; Ozdemir B

Journal

The Journal of Risk Model Validation, Vol. 2, No. 2, pp. 3–41

Publisher

Infopro Digital Services

DOI

10.21314/jrmv.2008.021

ISSN

1753-9579