Multiperiod corporate default prediction—A forward intensity approach
Year of publication: |
2012
|
---|---|
Authors: | Duan, Jin-Chuan ; Sun, Jie ; Wang, Tao |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 170.2012, 1, p. 191-209
|
Publisher: |
Elsevier |
Subject: | Default | Bankruptcy | Forward intensity | Maximum pseudo-likelihood | Forward default probability | Cumulative default probability | Accuracy ratio |
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