Assessing credit risk proxies: A stochastic frontier approach
碩士 === 國立東華大學 === 應用數學系 === 100 === We use a stochastic frontier model with firm-specific technical inefficiency effects in a panel framework (Battese and Coelli, 1995) to assess the default probability (DP) based on the discrete-time hazard model (DHM; Shumway, 2001) and the long-term issuer credit...
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| Format: | Others |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/jvszu5 |