Multi-period corporate failure prediction with stochastic covariates
By: Darrell Duffie, Ke Wang.
Contributors: Wang, Ke.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10743.; Working paper series (National Bureau of Economic Research) -- working paper no. 10743.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 44
Subjects: Business failures -- Mathematical models
Notes: "September 2004."

Includes bibliographical references.

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