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1 Ergebnisse
1
Forecasting Default with the Merton Distance to Default Mod..:
Bharath, Sreedhar T.
;
Shumway, Tyler
The Review of Financial Studies. 21 (2008) 3 - p. 1339-1369 , 2008
Link:
https://www.jstor.org/stable/40056852
RT Journal T1
Forecasting Default with the Merton Distance to Default Model
UL https://suche.suub.uni-bremen.de/peid=jstor-40056852&Exemplar=1&LAN=DE A1 Bharath, Sreedhar T. A1 Shumway, Tyler PB Oxford University Press YR 2008 SN 0893-9454 SN 1465-7368 K1 G12 K1 G13 K1 G33 K1 Mathematics K1 Pure mathematics K1 Probability theory K1 Probabilities K1 Applied sciences K1 Research methods K1 Modeling K1 Applied mathematics K1 Analytics K1 Predictive analytics K1 Analytical forecasting K1 Forecasting models K1 Probability forecasts K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial management K1 Financial risk K1 Nonsystemic risk K1 Credit risk K1 Financial instruments K1 Financial securities K1 Financial bonds K1 Corporate bonds K1 Law K1 Civil law K1 Contract law K1 Contracts K1 Financial contracts K1 Derivative contracts K1 Security swaps K1 Credit default swaps K1 Statistics K1 Applied statistics K1 Statistical results K1 Statistical forecasts K1 Business K1 Accountancy K1 Financial accounting K1 Financial liabilities K1 Debt K1 Loans K1 Loan financing K1 Loan defaults JF The Review of Financial Studies VO 21 IS 3 SP 1339 OP 1369 LK http://dx.doi.org/https://www.jstor.org/stable/40056852 DO https://www.jstor.org/stable/40056852 SF ELIB - SuUB Bremen
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