
The Research of Credit Risk of Corporate Bonds Based on Composite Quantile Regression
Author(s) -
柳 长青
Publication year - 2014
Publication title -
tong ji xue yu ying yong
Language(s) - English
Resource type - Journals
eISSN - 2325-226X
pISSN - 2325-2251
DOI - 10.12677/sa.2014.31003
Subject(s) - quantile regression , credit risk , bond , econometrics , quantile , business , regression , composite number , financial system , financial economics , economics , actuarial science , statistics , mathematics , finance , algorithm