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A zero-adjusted gamma model for mortgage loan loss given default

A zero-adjusted gamma model for mortgage loan loss given default
A zero-adjusted gamma model for mortgage loan loss given default
0169-2070
548-562
Tong, E.N.C.
be2581cd-7199-4bc1-8347-07747a90caa8
Mues, C.
07438e46-bad6-48ba-8f56-f945bc2ff934
Thomas, L.C.
a3ce3068-328b-4bce-889f-965b0b9d2362
Tong, E.N.C.
be2581cd-7199-4bc1-8347-07747a90caa8
Mues, C.
07438e46-bad6-48ba-8f56-f945bc2ff934
Thomas, L.C.
a3ce3068-328b-4bce-889f-965b0b9d2362

Tong, E.N.C., Mues, C. and Thomas, L.C. (2013) A zero-adjusted gamma model for mortgage loan loss given default. International Journal of Forecasting, 29 (4), 548-562. (doi:10.1016/j.ijforecast.2013.03.003).

Record type: Article

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More information

Published date: 2013
Organisations: Southampton Business School

Identifiers

Local EPrints ID: 349820
URI: http://eprints.soton.ac.uk/id/eprint/349820
ISSN: 0169-2070
PURE UUID: 642f1faa-397b-44fd-ba03-7ff0c3fa0420
ORCID for C. Mues: ORCID iD orcid.org/0000-0002-6289-5490

Catalogue record

Date deposited: 12 Mar 2013 13:12
Last modified: 15 Mar 2024 03:20

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Contributors

Author: E.N.C. Tong
Author: C. Mues ORCID iD
Author: L.C. Thomas

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