Multi-period corporate default prediction with stochastic covariates

Darrell Duffie, Leandro Saita and Ke Wang

Journal of Financial Economics, 2007, vol. 83, issue 3, 635-665

Date: 2007
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Working Paper: Multi-Period Corporate Default Prediction With Stochastic Covariates (2006)
Working Paper: Multi-Period Corporate Default Prediction With Stochastic Covariates (2005)
Working Paper: Multi-Period Corporate Default Prediction With Stochastic Covariates (2005)
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