Are hazard models superior to traditional bankruptcy prediction approaches? : a comprehensive test
Julian Bauer; Vineet Agarwal
| Year of publication: |
2014
|
|---|---|
| Authors: | Bauer, Julian ; Agarwal, Vineet |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 432-442
|
| Subject: | Distress risk | Credit risk | Option pricing | Hazard models | Basel III | Insolvenz | Insolvency | Kreditrisiko | Basler Akkord | Basel Accord | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Bankrisiko | Bank risk | Statistische Bestandsanalyse | Duration analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010403649