Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence

Lee, Han-Hsing; Chen, Ren‐Raw; Lee, Cheng Few

doi:10.1142/9789811202391_0050

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning 2020

DOI: 10.1142/9789811202391_0050

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Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence

Han-Hsing Lee

Ren‐Raw Chen

Cheng Few Lee

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Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence

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