McDonald, John and Thomas, Lyn and Breeden, Joseph (2008) Stress-testing retail loan portfolios with dual-time dynamics. Journal of Risk Model Validation, 2 (2). pp. 43-62. ISSN 1753-9579Full text not available from this repository.
|Not from UCL IOE?|
|Controlled Keywords:||Statistical analysis, inc. multilevel modelling|
|Divisions:||IOE Departments > Departments > Centre for Longitudinal Studies|
|Depositing User:||IOE Repository Editor (2)|
|Date Deposited:||25 May 2010 14:17|
|Last Modified:||14 Oct 2013 12:12|