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Results for Loss given default
Publications & Outputs
Quantile regression for modelling distribution of profit and loss.
Whittaker, J.
& Somers, M.,
16/12/2007
,
In:
European Journal of Operational Research.
183
,
3
,
p. 1477-1487
11 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review