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Statistics of Financial Markets

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Attention for Chapter 21: Non-parametric Estimators for the Probability of Default
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Chapter title
Non-parametric Estimators for the Probability of Default
Chapter number 21
Book title
Statistics of Financial Markets
Published by
Springer Berlin Heidelberg, December 2014
DOI 10.1007/978-3-642-54539-9_21
Book ISBNs
978-3-64-254538-2, 978-3-64-254539-9
Authors

Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner