Multi-period corporate default prediction with stochastic covariates

Darrell Duffie; Ke Wang; Leandro Saita

Year of publication:	2006
Authors:	Duffie, Darrell ; Wang, Ke ; Saita, Leandro
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Insolvenz \| Insolvency \| Zeitreihenanalyse \| Time series analysis \| USA \| United States \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| 1979-2004

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003281910

A service of the