• Title of article

    Multi-period corporate default prediction with stochastic covariates

  • Author/Authors

    Darrell Duffie، نويسنده , , Leandro Saita، نويسنده , , Ke Wang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    31
  • From page
    635
  • To page
    665
  • Keywords
    Default , Bankruptcy , Duration analysis , Doubly stochastic , Distance to default
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2007
  • Journal title
    Journal of Financial Economics
  • Record number

    257903