Multi-period corporate default prediction with stochastic covariates

A-Tier
Journal: Journal of Financial Economics
Year: 2007
Volume: 83
Issue: 3
Pages: 635-665

Authors (3)

Duffie, Darrell (Stanford University) Saita, Leandro (not in RePEc) Wang, Ke (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jfinec:v:83:y:2007:i:3:p:635-665
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25