Forecasting Bankruptcy with Incomplete Information
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More about this item
KeywordsCredit Risk Modeling; Incomplete Information; Hazard Models; Bankruptcy Forecast; Probability of Default (PD); Forecasting Accuracy; Intensity-based Models; Reduced-form Models; Duration Analysis; Survival Analysis;
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-18 (All new papers)
- NEP-CTA-2014-04-18 (Contract Theory & Applications)
- NEP-FOR-2014-04-18 (Forecasting)
- NEP-RMG-2014-04-18 (Risk Management)
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