Browsing by Keyword "Pseudo-bayesian inference"

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Multiperiod corporate default prediction with partially-conditioned forward intensity

Duan, Jin-Chuan; Fulop, Andras
2012-12

Trabalho apresentado por Andras Fulop - ESSEC Business School no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias/longrun/index.php