Multi-Period Corporate Default Prediction With Stochastic Covariates

Darrell Duffie; Leandro Saita; Ke Wang

doi:s://www.fdic.gov/

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Multi-Period Corporate Default Prediction With Stochastic Covariates

09/15/2005
By Darrell Duffie ; Leandro Saita ; Ke Wang
Series: Center for Financial Research Working Paper
Research Publications

[PDF-1.75 MB]

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Alternative Title:

No. 2006-05
Publisher's site:

https://www.fdic.gov/
Personal Author:

Darrell Duffie ; Leandro Saita ; Ke Wang

Darrell Duffie ; Leandro Saita ; Ke Wang Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

45
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Center for Financial Research Working Paper
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https://www.fdic.gov/analysis/cfr/working-papers/2006/2006-05.pdf
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PDF
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urn:sha256:8d2ab23c7f6d8c7d76c19f46ecdebe05eb11db4e025780843aebc4817c90dfb4
Download URL:

https://archive.fdic.gov/view/fdic/12029/fdic_12029_DS1.pdf
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Multi-Period Corporate Default Prediction With Stochastic Covariates

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