Credit risk predictions with Bayesian model averaging
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- Silvia Figini & Roberto Savona & Marika Vezzoli, 2016. "Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 6-20, January.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-02-16 (Banking)
- NEP-FOR-2013-02-16 (Forecasting)
- NEP-RMG-2013-02-16 (Risk Management)
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