Aragon, Aker (2004): Discriminant Analysys of Default Risk.
Preview |
PDF
MPRA_paper_1002.pdf Download (338kB) | Preview |
Abstract
In this work discriminant analysis was applied, but firstly the variables were transformed in order to get normal distribution; and Component Analysis was applied in order to get uncorrelated factors.
Item Type: | MPRA Paper |
---|---|
Institution: | CARIFIN |
Original Title: | Discriminant Analysys of Default Risk |
Language: | English |
Keywords: | discriminant; default risk; box cox |
Subjects: | G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General |
Item ID: | 1002 |
Depositing User: | Aker Aragon |
Date Deposited: | 01 Dec 2006 |
Last Modified: | 28 Sep 2019 18:44 |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/1002 |