Multiperiod corporate default prediction - A forward intensity approach

10.1016/j.jeconom.2012.05.002

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-114939
record_format	dspace
spelling	sg-nus-scholar.10635-1149392024-11-11T23:00:38Z Multiperiod corporate default prediction - A forward intensity approach Duan, J.-C. Sun, J. Wang, T. FINANCE Accuracy ratio Bankruptcy Cumulative default probability Default Forward default probability Forward intensity Maximum pseudo-likelihood 10.1016/j.jeconom.2012.05.002 Journal of Econometrics 170 1 191-209 JECMB 2014-12-12T07:05:28Z 2014-12-12T07:05:28Z 2012-09 Article Duan, J.-C., Sun, J., Wang, T. (2012-09). Multiperiod corporate default prediction - A forward intensity approach. Journal of Econometrics 170 (1) : 191-209. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2012.05.002 03044076 http://scholarbank.nus.edu.sg/handle/10635/114939 000314621200014 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Accuracy ratio Bankruptcy Cumulative default probability Default Forward default probability Forward intensity Maximum pseudo-likelihood
spellingShingle	Accuracy ratio Bankruptcy Cumulative default probability Default Forward default probability Forward intensity Maximum pseudo-likelihood Duan, J.-C. Sun, J. Wang, T. Multiperiod corporate default prediction - A forward intensity approach
description	10.1016/j.jeconom.2012.05.002
author2	FINANCE
author_facet	FINANCE Duan, J.-C. Sun, J. Wang, T.
format	Article
author	Duan, J.-C. Sun, J. Wang, T.
author_sort	Duan, J.-C.
title	Multiperiod corporate default prediction - A forward intensity approach
title_short	Multiperiod corporate default prediction - A forward intensity approach
title_full	Multiperiod corporate default prediction - A forward intensity approach
title_fullStr	Multiperiod corporate default prediction - A forward intensity approach
title_full_unstemmed	Multiperiod corporate default prediction - A forward intensity approach
title_sort	multiperiod corporate default prediction - a forward intensity approach
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/114939
_version_	1821229634912518144

Multiperiod corporate default prediction - A forward intensity approach

Similar Items