Multi-period corporate default prediction with stochastic covariates
By: Darrell Duffie, Ke Wang, Leandro Saita.
Contributors: Wang, Ke.; Saita, Leandro.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11962.; Working paper series (National Bureau of Economic Research) -- working paper no. 11962.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 44
Subjects: Business failures -- United States -- Mathematical models
Notes: "January 2006."

Includes bibliographical references (p. 40-44).

Also available in PDF from the NBER world wide web site (www.nber.org).