Banachewicz Konrad

Konrad Banachewicz

Information about the author Konrad Banachewicz will soon be added to the site.
Found 1 papers in total
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
2008
Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs...
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