Multi-period credit default prediction with time-varying covariates
Year of publication: |
2011
|
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Authors: | Orth, Walter |
Institutions: | Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | credit default | multi-period predictions | hazard models | panel data | out-of-sample tests |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 3/11 |
Classification: | C41 - Duration Analysis ; C53 - Forecasting and Other Model Applications ; c58 ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: |
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Multi-period credit default prediction with time-varying covariates
Orth, Walter, (2011)
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Multi-period credit default prediction with time-varying covariates
Orth, Walter, (2013)
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Multi-period credit default prediction with time-varying covariates.
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