smq/directoryAn evolving quant resource archive
Paper / 2006SMQ / 193832735079642
Credit Shocks and Cycles: a Bayesian Calibration Approach
bayesian statistics / credit riskResource overview

Credit Shocks and Cycles: a Bayesian Calibration Approach

Paper2006

by Roland Meeks

Tags
bayesian statisticscredit riskeconometricsfinancial economicsstatistical inferencetime series

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for optimisation and numerical methods and probability and statistical reasoning. Specialist prerequisites vary by paper.

Before you read

Go further

Explore a related reading path