Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Least Impulse Response Estimator for Stress Test Exercises.
Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test
Least impulse response estimator for stress test exercises.
Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test
Least Impulse Response Estimator for Stress Test Exercises.
Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test