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Modeling data with multiple time dimensions

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  • Breeden, Joseph L.

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  • Breeden, Joseph L., 2007. "Modeling data with multiple time dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4761-4785, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:9:p:4761-4785
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    References listed on IDEAS

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    1. Donald P. Morgan & Ian Toll, 1997. "Bad debt rising," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 3(Mar).
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    Cited by:

    1. Matuszyk, Anna & So, Mee Chi & Mues, Christophe & Moore, Angela, 2016. "Modelling repayment patterns in the collections process for unsecured consumer debt: A case studyAuthor-Name: Thomas, Lyn C," European Journal of Operational Research, Elsevier, vol. 249(2), pages 476-486.
    2. Adithi Ramesh & C. B Senthil Kumar, 2017. "Structure and Intensity Based Approach in Credit Risk Models: A Literature Review," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 609-612.
    3. Malik, Madhur & Thomas, Lyn C., 2012. "Transition matrix models of consumer credit ratings," International Journal of Forecasting, Elsevier, vol. 28(1), pages 261-272.
    4. Maria Rosa Borges & Raquel Machado, 2020. "Modelling credit risk: evidence for EMV methodology on Portuguese mortgage data," Working Papers Department of Economics 2020/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    5. J L Breeden & D Ingram, 2010. "Monte Carlo scenario generation for retail loan portfolios," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 399-410, March.
    6. L C Thomas, 2010. "Consumer finance: challenges for operational research," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 41-52, January.
    7. Breeden, Joseph L. & Parker, Robert & Steinebach, Carsten, 2012. "A through-the-cycle model for retail lending economic capital," International Journal of Forecasting, Elsevier, vol. 28(1), pages 133-138.
    8. Joseph L Breeden & Lyn Thomas, 2016. "Solutions to specification errors in stress testing models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(6), pages 830-840, June.

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