Predicting Multi-Period Corporate Default Based on Bayesian Estimation of Forward Intensity—Evidence from China

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Predicting Multi-Period Corporate Default Based on Bayesian Estimation of Forward Intensity—Evidence from China

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Predicting Multi-Period Corporate Default Based on Bayesian Estimation of Forward Intensity—Evidence from China

(MDPI AG, 2022) Zhengfang Ni; Minghui Jiang; Wentao Zhan

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https://tustorage.ulb.tu-darmstadt.de/handle/tustorage/37440

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