Predicting Multi-Period Corporate Default Based on Bayesian Estimation of Forward Intensity

Zhengfang NiMinghui JiangWentao Zhan2025-05-222025-05-222022jz000180-0018https://tustorage.ulb.tu-darmstadt.de/handle/tustorage/37438600Predicting Multi-Period Corporate Default Based on Bayesian Estimation of Forward Intensity—Evidence from ChinaArticlehttps://doi.org/10.3390/systems11010018