Divergence of credit valuation in Germany - Continuous theory and discrete practice -
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References listed on IDEAS
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More about this item
KeywordsPoint process; credit valuation; hazard rate; kernel smoothing test;
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C29 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-26 (All new papers)
- NEP-BAN-2006-08-26 (Banking)
- NEP-FMK-2006-08-26 (Financial Markets)
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