MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES
| Year of publication: |
2006
|
|---|---|
| Authors: | Duffie, Darrell ; Wang, Ke ; Saita, Leandro |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2006, 11962
|