A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings
Year of publication: |
2025
|
---|---|
Authors: | Jiang, Cuixia ; Sun, Junwei ; Xu, Qifa |
Subject: | Corporate credit ratings | Group LASSO | Multinomial logit model | U-MIDAS regression | Kreditwürdigkeit | Credit rating | Logit-Modell | Logit model | Regressionsanalyse | Regression analysis | Kreditrisiko | Credit risk |
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