Multiperiod corporate default prediction - A forward intensity approach

Multiperiod corporate default prediction - A forward intensity approach

10.1016/j.jeconom.2012.05.002

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Bibliographic Details
Main Authors: Duan, J.-C., Sun, J., Wang, T.
Other Authors: FINANCE
Format: Article
Published: 2014
Subjects:
Accuracy ratio
Bankruptcy
Cumulative default probability
Default
Forward default probability
Forward intensity
Maximum pseudo-likelihood
Online Access:http://scholarbank.nus.edu.sg/handle/10635/114939
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/114939

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