CorporateBonds_PredictingDefault

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Unformatted text preview: event_time -10 -9 -8 -7 -6 0.0757430494 0.0299482476 0.05147781 0.0603752881 0.0592101254 0.0655737668 0.1215686277 0.0348561741 0.02033898 0.0238144752 0.0342304669 0.3897054493 0.11175108 0.092791453 0.019080922 0.11320755 0.5699290633 0.6938664317 0.1119897291 0.3276323676 0.60368133 0.3726202548 0.1853702068 0.0128726289 0.00603318 0.0203035269 0.0047687385 0.0024529444 0.00590608 0.0062820944 0.0868979469 0.1103057042 0.03815338 0.3399924636 0.0174954161 0.0150740119 0.02558815 0.0416911319 0.0716849267 0.050107751 0.0620479286 0.0350239389 0.0289834961 0.0231342316 0.01913482 0.2312851548 0.010986018 0.0240194295 0.0098050144 0.03373488 0.0301305559 0.0673113465 0.0742929131 0.092922695 0.06592266 0.0559260137 0.0483307689 -5 -4 -3 -2 -1 Total Result 0.1139310375 0.013641133 0.0744336545 0.0137956208 0.05395036 0.100401096 0.1098901108 0.1605413556 0.0125968996 0.07364032 0.0291970801 0.0289017335 0.0241523981 0.03567187 0.0306056999 0.012276276 0.0369254239 0.03876429 0.1034999564 0.0739594772 0.0342292152 0.0671437755 0.1011554 0.9384250641 0.7938219905 0.7865291834 0.479264468 0.61201656 0.3740278184 0.356626749 0.0681244358 0.0596364997 0.2775233 0.0152281588 0.01171875 0.0131330164 0.0071459981 0.01180648 0.0031140263 0.006006639 0.003943909 0.0180682577 0.01775339 0.0030214984 0.0197914373 0.0096846456 0.0083825225 0.0153317153 0.01257294 0.0678400323 0.1071598679 0.1180286631 0.0190706179 0.0241583884 0.0973655 0.0381103978 0.0342137702 0.1072349027 0.1238170937 0.1571493298 0.05953981 0.0466254093 0.0659852251 0.0136259375 0.04207886 0.0044619562 0.0048444597 0.0030483075 0.00263593 0.0041073845 0.03326218 0.0140281273 0.0086815925 0.0045236074 0.0096494537 0.008802589 0.02106866 0.0296448488 0.0580100901 0.028571859 0.0740470961 0.05862988 0.0762192309 0.0305343512 0.0342624523 0.0182373095 0.5210887194 0.3155235648 0.7838625908 0.621037364 0.19461545 0.3187578917 0.3190105557 0.2757352889 0.1971031278 0.1436870396 0.0796524286 0.0522648096 0.1134179682 0.2013577819 0.21499562 0.1668858081 0.0183842927 0.0429602638 0.0165946148 0.0321574248 0.0283146501 0.0496325195 0.3431101143 0.12773944 0.0570860244 0.0280432403 0.0859157965 0.0947934762 0.024096109 0.0154974395 0.0249337703 0.0095916837 0.1056239903 0.0411462002 0.02461656 0.0215362906 0.0161348991 0.0287090149 0.0438420027 0.0387259386 0.0301697887 0.0461132117 0.032274913 0.0494094826 0.07699798 0.0668530464 0.0268078484 0.1031083167 0.1007483676 0.0418155268 0.0702001452 0.0123573914 0.0533751957 0.0426009633 0.04434313 0.0609708913 0.0407649726 0.0274410881 0.0168487765 0.0470913835 0.0437859558 0.0398530252 0.0075629414 0.0047167367 0.00537514 0.1194994897 0.0306237116 0.0243738163 0.0089394366 0.0085484451 0.0403912663 0.068758674 0.0027608168 0.0018649872 0.00875861 0.0140219349 0.0069693602 0.0070937993 0.0062569422 0.0109120943 0.0116396761 0.0040449668 0.1162084937 0.0895709544 0.17405914 0.3070405126 0.3305540681 0.1896854043 0.1702758372 0.0180845447 0.0040102829 0.0499371588 0.1064...
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This note was uploaded on 09/16/2013 for the course COMM 374 taught by Professor Lazrak during the Fall '08 term at UBC.

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