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20072021
most citedA test for model specification of diffusion processes

83 citations · 83 across the 2 of their papers we have counts for

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stat.AP2018

Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions

Miao Yuan, Cheng Yong Tang, Yili Hong +1

Measuring the corporate default risk is broadly important in economics and finance. Quantitative methods have been developed to predictively assess future corporate default probabi…