We estimate probability of bankruptcy using the Hazard model of Shumway (2001) A firm has NITA of 0 00, TLTA of 0 7, EXRET of 0 2, SIGMA of 0 3 and RSIZE of 5 Which of the following is closest to the estimated probability of bankruptcy in the next period a 0 0010 b 0 0020 c 0 9980 d 0 9990 We esti...

ANS WER d 0 99 90 WORK ING N IT A 0 00 T L TA 0 7 EX ...

We estimate probability of bankruptcy using the Hazard model of Shumway (2001). A firm has NITA...

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We estimate probability of bankruptcy using the Hazard model of Shumway (2001). A firm has NITA...

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