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
信用风险贝叶斯统计违约概率金融计量资产组合