Cox proportional hazards regression analysis to assess default risk of German-listed companies with industry grouping
Year of publication: |
2020
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Authors: | Ledwon, Andreas V. ; Jäger, Clemens C. |
Published in: |
ACRN journal of finance and risk perspectives. - [Oxford] : ACRN Publishing, ISSN 2305-7394, ZDB-ID 3046113-3. - Vol. 9.2020, 1, p. 57-77
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Subject: | Insolvency | Default prediction | Cox proportional hazards regression | AG-CP | Recursive AUC | Walk-forward analysis | Industry grouping | Theorie | Theory | Insolvenz | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis |
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