Basket

0385822 - ÚTIA 2013 RIV SK eng J - Journal Article
Gapko, Petr - Šmíd, Martin
Modeling a Distribution of Mortgage Credit Losses.
Ekonomický časopis. Roč. 60, č. 10 (2012), s. 1005-1023. ISSN 0013-3035. E-ISSN 0013-3035
R&D Projects: GA ČR GD402/09/H045; GA ČR(CZ) GBP402/12/G097
Grant - others:Univerzita Karlova(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Institutional support: RVO:67985556
Keywords : credit risk * mortgage * delinquency rate * generalized hyperbolic distribution * normal distribution
Subject RIV: AH - Economics
Impact factor: 0.194, year: 2012
http://library.utia.cas.cz/separaty/2013/E/smid-modeling a distribution of mortgage credit losses.pdf
Permanent Link: http://hdl.handle.net/11104/0216180