Assessing the default risk by means of a
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Daniele De Leonardis; Roberto Rocci
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Article
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2008
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John Wiley and Sons
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English
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๐ 2 views
## Abstract In this paper, the problem of company distress is assessed by means of a multiโperiod model that exploits the potentialities of the survival analysis approach when both survival times and regressors are measured at discrete points in time. The discreteโtime hazards model can be used bot