Predicting forward default probabilities of firms : a discrete-time forward hazard model with firm-specific frailty
Ruey-Ching Hwang and Yi-Chi Chen
| Year of publication: |
2024
|
|---|---|
| Authors: | Hwang, Ruey-Ching ; Chen, Yi-Chi |
| Subject: | Discrete-time forward hazard model | Expanding rolling window approach | Firm-specific frailty | Forward default probability | Maximum marginal likelihood | Number of defaults | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Statistische Bestandsanalyse | Duration analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2363863 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050805