A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses

C-Tier

Journal: Journal of Empirical Finance

Year: 2018

Volume: 47

Issue: C

Pages: 246-262

Authors (4)

Krüger, Steffen (not in RePEc) Oehme, Toni (not in RePEc) Rösch, Daniel (not in RePEc) Scheule, Harald

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count