违约概率模型的验证：一种压力测试方法
Validation of default probability models: A stress testing approach
International Review of Financial Analysis · 2016
被引 5
ABS 3
- Fábio Yasuhiro Tsukahara
- Herbert Kimura
- Vinícius Amorim Sobreiro 通讯
- Juan Arismendi-Zambrano
信用风险压力测试模型验证金融风险管理计量经济学