A hybrid model to estimate corporate default probabilities in China based on zero-price probability model and long short-term memory
Jiabao Jing, Wenwen Yan and Xiaomei Deng
| Year of publication: |
2021
|
|---|---|
| Authors: | Jing, Jiabao ; Yan, Wenwen ; Deng, Xiaomei |
| Subject: | Default probabilities | listed companies | long short-term memory | zero-price probability model | China | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1757611 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485042