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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Publication's profile

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 (Details)
External: Kerbl, Stefan
Organization: Institute for Statistics and Mathematics IN (Details); Research Institute for Computational Methods FI (Details)

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