Predicting failure risk using financial ratios : quantile hazard model approach
Manh Cuong Dong, Shaonan Tian, Cathy W.S. Chen
| Year of publication: |
2018
|
|---|---|
| Authors: | Dong, Manh Cuong ; Tian, Shaonan ; Chen, Cathy W. S. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 204-220
|
| Subject: | Default risk | Discrete hazard model | Industrial dummy variables | LASSO | Quantile hazard model | Mikroökonometrie | Microeconometrics | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Risiko | Risk | Prognoseverfahren | Forecasting model | Statistische Bestandsanalyse | Duration analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012036537