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Competing Risks Model for Corporate Exit Analysis : Discrete Hazard Model and Extension with Stochastic Frailties
Competing Risks Model for Corporate Exit Analysis : Discrete Hazard Model and Extension with Stochastic ... Frailties Using data from 12,571 publicly traded U.S. industrial firms spanning 1980 to 2004 for which ...- Authors: Taehan Bae, Reg J Kulperger
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
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A Model for Corporate Credit Migration: Multi-period ordinal Logistic regression with serial dependence
A Model for Corporate Credit Migration: Multi-period ordinal Logistic regression with serial ... Standard and Poor’s long term credit rating data of U.S. industrial firms spanning 1986 to 2006. In-sample ...- Authors: Taehan Bae
- Date: Nov 2008