Corporate probability of default : a single-index hazard model approach
Shaobo Li, Shaonan Tian, Yan Yu, Xiaorui Zhu, and Heng Lian
| Year of publication: |
2023
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| Authors: | Li, Shaobo ; Tian, Shaonan ; Yu, Yan ; Zhu, Xiaorui ; Lian, Heng |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1288-1299
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| Subject: | Asset pricing | Bankruptcy prediction | Nonparametric | Penalized splines | Survival | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Kreditrisiko | Credit risk | Statistische Bestandsanalyse | Duration analysis | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2120484 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448636