Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty
type: Item
instance of: scholarly article
title: Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty
zbMATH Open document ID: 1542.91415
DOI: 10.1080/14697688.2024.2363863
author: Ruey-Ching Hwang
author: Yi-Chi Chen
published in: Quantitative Finance
publication date: 2024-08-26T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 7900985
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7900985