Estimating Default Rates on Mortgage Loans with The Kernel Regression Model: A case of Taiwan
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 96 === This paper is to estimate mortgage loan default probabilities in Taiwan’s mortgage market using a nonparametric kernel regression (KR) model. Many past studies utilize primarily the proportional hazard model or logistic regression (LR) as a technique for modeli...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27819167517592026472 |