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. - Elsevier, ISSN 0304-405X. - Vol. 83.2007, 3, p. 635-665
|
| Publisher: |
Elsevier |