articleJournal of Financial EconomicsDec 19, 2006GREEN OA

Multi-period corporate default prediction with stochastic covariates

DDDarrell DuffieLSLeandro SaitaKWKe Wang

Stanford University

Indexed incrossref

Abstract

No abstract available for this paper.

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1,010
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63.75
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100%
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83
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Authors

3

Topics & keywords

Topics
Keywords
  • Econometrics
  • Volatility (finance)
  • Leverage (statistics)
  • Covariate
  • Estimator
  • Economics
  • Stock (firearms)
  • Conditional expectation
UN Sustainable Development Goals
  • No poverty
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