Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
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Bibliographic InfoArticle provided by Springer in its journal The Journal of Real Estate Finance and Economics.
Volume (Year): 37 (2008)
Issue (Month): 2 (August)
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Web page: http://www.springerlink.com/link.asp?id=102945
Multilevel mixture model; Credit risk; CMBS;
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