Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674)
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scientific article
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| English | Disentangling and assessing uncertainties in multiperiod corporate default risk predictions |
scientific article |
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Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (English)
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25 February 2019
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competing risks
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corporate default probability
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EM algorithm
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dynamic factor model
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high-dimensional time series
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prediction interval
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0.7451592683792114
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0.7164739370346069
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0.7118425369262695
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