Multi-period corporate default prediction with stochastic covariates
Darrell Duffie, Leandro Saita, Ke Wang
| Year of publication: |
2007
|
|---|---|
| Authors: | Duffie, Darrell ; Saita, Leandro ; Wang, Ke |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 83.2007, 3, p. 635-665
|
| Subject: | Insolvenz | Insolvency | Zeitreihenanalyse | Time series analysis | USA | United States | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | 1979-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003439375