Empirical studies of structural credit risk models and the application in default prediction : review and new evidence
Han-Hsing Lee, Ren-Raw Chen, and Cheng Few Lee
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Han-Hsing ; Chen, Ren-Raw ; Lee, Cheng F. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1649-1706
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| Subject: | Structural credit risk model | Estimation approach | Default prediction | Maximum likelihood estimation (MLE) | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Insolvenz | Insolvency | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046862