PREDICTING DEFAULTS WITH INTENSITY MODELS: METHODS AND EMPIRICAL EVIDENCES
博士 === 國立臺灣大學 === 財務金融學研究所 === 100 === Default/Bankruptcy prediction has a long history in finance. Intensity (instantaneous default probability) model has gain more and more attentions in recent default/bankruptcy studies. In this work, we discussion two aspects in intensity modeling: model specifi...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08264377121123765741 |