Multi-period corporate default prediction with stochastic covariates
| 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 1871183. - Vol. 83.2007, 3, p. 635-666
|