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Cox proportional hazards regression
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ACRN journal of finance and risk perspectives
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Cox proportional hazards regression analysis to assess default risk of German-listed companies with
industry
grouping
Ledwon, Andreas V.
;
Jäger, Clemens C.
- In:
ACRN journal of finance and risk perspectives
9
(
2020
)
1
,
pp. 57-77
research implies that
industry
grouping
adds marginal predictive power and no overall improvement in accuracy rates when market …
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