概率违约模型校准的贝叶斯方法:Jeffreys检验的理论与实证见解
A Bayesian approach to probability default model calibration: Theoretical and empirical insights on the Jeffreys test
European Journal of Operational Research · 2026
被引 0 · 同刊同年前 10%
ABS 4
- Christophe Hurlin 通讯
- Yoann Pull
信用风险贝叶斯统计违约概率金融计量资产组合