Multiperiod corporate default prediction - A forward intensity approach

Multiperiod corporate default prediction - A forward intensity approach

10.1016/j.jeconom.2012.05.002

Saved in:
書目詳細資料
Main Authors: Duan, J.-C., Sun, J., Wang, T.
其他作者: FINANCE
格式: Article
出版: 2014
主題:
Accuracy ratio
Bankruptcy
Cumulative default probability
Default
Forward default probability
Forward intensity
Maximum pseudo-likelihood
在線閱讀:http://scholarbank.nus.edu.sg/handle/10635/114939
標簽: 添加標簽
沒有標簽, 成為第一個標記此記錄!

因特網

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

相似書籍