Quotation 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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