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Duffie, Darrell
5
Saita, Leandro
5
Kapadia, Nikunj
2
Wang, Ke
2
Das, Sanjiv
1
Das, Sanjivr
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Eckner, Andreas
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The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc
2
Journal of financial economics
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OLC EcoSci
ECONIS (ZBW)
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1
Frailty Correlated Default
Duffie, Darrell
;
Eckner, Andreas
;
Horel, Guillaume
; …
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2089-2124
Persistent link: https://www.econbiz.de/10008314752
Saved in:
2
Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell
;
Saita, Leandro
;
Wang, Ke
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 635-666
Persistent link: https://www.econbiz.de/10007604736
Saved in:
3
Common Failings: How Corporate Defaults Are Correlated
Das, Sanjivr
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10007396572
Saved in:
4
MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell
;
Wang, Ke
;
Saita, Leandro
-
2006
Persistent link: https://www.econbiz.de/10006955613
Saved in:
5
COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
-
2006
Persistent link: https://www.econbiz.de/10006955614
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