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A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach
Li, Ming-Yuan Leon; Miu, Peter - In: Journal of empirical finance 17 (2010) 4, pp. 818-834
Persistent link: https://www.econbiz.de/10008436073
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A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon; Miu, Peter - In: Journal of empirical finance 17 (2010) 4, pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
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Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon; Miu, Peter - In: Journal of empirical finance 70 (2023), pp. 367-385
Persistent link: https://www.econbiz.de/10014423734