Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Cuixia Jiang, Wei Xiong, Qifa Xu, Yezheng Liu
| Year of publication: |
2021
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| Authors: | Jiang, Cuixia ; Xiong, Wei ; Xu, Qifa ; Liu, Yezheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-9
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| Subject: | Default prediction | Group LASSO | Logit model | U-MIDAS Regressions | U-MIDAS-Logit-GL | Logit-Modell | China | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Insolvenz | Insolvency | Aktiengesellschaft | Listed company | Kreditrisiko | Credit risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101487 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487913