Predicting recurrent financial distresses with autocorrelation structure : an empirical analysis from an emerging market
Ruey-Ching Hwang; Huimin Chung; Jiun-Yi Ku
| Year of publication: |
2013
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|---|---|
| Authors: | Hwang, Ruey-ching ; Chung, Huimin ; Ku, Jiun-yi |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 43.2013, 3, p. 321-341
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| Subject: | Autocorrelation structure | Dynamic logit model | Expanding rolling window approach | Predictive interval | Predicted number of financial distresses | Recurrent financial distresses | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Logit-Modell | Logit model | Autokorrelation | Autocorrelation | Theorie | Theory | Kapitalstruktur | Capital structure | Betriebliche Liquidität | Corporate liquidity |
| 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://ebvufind01.dmz1.zbw.eu/10009758095