Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt, Kerbl, Stefan, Sigmund, Michael. 2011. Modeling Aggregated Default Probabilities via Penalized Regression Methods. Workshop "Financial Markets & Risk'', Universität Innsbruck, Obergurgl, Österreich, 14.04.-16.04..
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Modeling Aggregated Default Probabilities via Penalized Regression Methods |
| Event | Workshop "Financial Markets & Risk'', Universität Innsbruck |
| Year | 2011 |
| Date | 14.04.-16.04. |
| Country | Austria |
| Location | Obergurgl |
Associations
- People
- Hofmarcher, Paul (Details)
- Grün, Bettina (Details)
- Hornik, Kurt (Details)
- Sigmund, Michael (Former researcher)
- External
- Kerbl, Stefan
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research Institute for Computational Methods FI (Details)