Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty

DOI10.1080/14697688.2024.2363863zbMath1542.91415MaRDI QIDQ6592291

Yi-Chi Chen, Ruey-Ching Hwang

Publication date: 26 August 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

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