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Saita, Leandro's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,480 |
Total
Citations
287 |
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1.
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Multi-Period Corporate Default Prediction with Stochastic Covariates
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Duffie, Darrell
Stanford University - Graduate School of Business Saita, Leandro
Stanford Graduate School of Business Wang, Ke
University of Tokyo - Faculty of Economics
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Posted:
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24 Apr 06
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Last Revised:
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09 Sep 10
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645
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130
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Duffie, Darrell
Stanford University - Graduate School of Business Saita, Leandro
Stanford Graduate School of Business Wang, Ke
University of Tokyo - Faculty of Economics
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593
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130
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default, bankruptcy, duration analysis, doubly stochastic
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Duffie, Darrell
Stanford University - Graduate School of Business Saita, Leandro
Stanford Graduate School of Business Wang, Ke
University of Tokyo - Faculty of Economics
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52
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130
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2.
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Common Failings: How Corporate Defaults are Correlated
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Duffie, Darrell
Stanford University - Graduate School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Saita, Leandro
Stanford Graduate School of Business
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Posted:
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02 Jan 06
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Last Revised:
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08 Sep 10
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433
(30,768)
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92
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Duffie, Darrell
Stanford University - Graduate School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Saita, Leandro
Stanford Graduate School of Business
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32
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92
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Duffie, Darrell
Stanford University - Graduate School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Saita, Leandro
Stanford Graduate School of Business
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401
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92
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Correlated default, doubly stochastic, contagion, frailty
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3.
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Duffie, Darrell
Stanford University - Graduate School of Business Horel, Guillaume
Stanford University - Department of Statistics Saita, Leandro
Stanford Graduate School of Business Eckner, Andreas
Stanford University
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402
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65
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correlated default, doubly stochastic, frailty, latent factor
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