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Li, Shaobo; Tian, Shaonan; Yu, Yan; Zhu, Xiaorui; Lian, Heng

Corporate probability of default: a single-index hazard model approach. (English) Zbl 1531.62170

J. Bus. Econ. Stat. 41, No. 4, 1288-1299 (2023).

MSC:

62P20 Applications of statistics to economics

Keywords:

asset pricing; bankruptcy prediction; nonparametric; penalized splines; survival

Software:

SemiPar; aplore3
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Full Text: DOI Link

References:

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