Publications

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Credit Research Initiative (2018). BuDA User Guide.

Credit Research Initiative (2017). NUS-RMI CRI Technical Report.

JC Duan, W Miao, T Wang (2014). Stress Testing with a Bottom-Up Corporate Default Prediction Model.

JC Duan, J Sun, T Wang (2012). Multiperiod Corporate Default Prediction - a Forward Intensity Approach. Journal of Econometrics.