A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach
| Year of publication: |
2010
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|---|---|
| Authors: | Li, Ming-Yuan Leon ; Miu, Peter |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 17.2010, 4, p. 818-834
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