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Multi-Period Corporate Default Prediction With Stochastic Covariates

Journal of Financial Economics - Netherlands
doi 10.1016/j.jfineco.2005.10.011
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Categories
ManagementFinanceEconomicsStrategyAccountingEconometrics
Date

March 1, 2007

Authors
Darrell DuffieLeandro SaitaKe Wang
Publisher

Elsevier BV


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