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Corporate bankruptcy prediction : a high dimensional analysis
Jones, Stewart - In: Review of accounting studies 22 (2017) 3, pp. 1366-1422
Persistent link: https://www.econbiz.de/10011743315
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An evaluation of open- and closed-form distress prediction models : the nested logit and latent class models
Jones, Stewart; Hensher, David A. - In: Advances in credit risk modelling and corporate …, (pp. 80-113). 2008
Persistent link: https://www.econbiz.de/10003751492
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Modelling corporate failure: a multinomial nested logit analysis for unordered outcomes
Jones, Stewart; Hensher, David A. - In: The British accounting review : the journal of the … 39 (2007) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10003439256
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Evaluating the behavioural performance of alternative logit models: an application to corporate takeovers research
Jones, Stewart; Hensher, David A. - In: Journal of business finance & accounting : JBFA 34 (2007) 7/8, pp. 1193-1220
Persistent link: https://www.econbiz.de/10003554375
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Forecasting corporate bankruptcy : optimizing the performance of the mixed logit model
Hensher, David A.; Jones, Stewart - In: Abacus : a journal of accounting, finance and business … 43 (2007) 3, pp. 241-264
Persistent link: https://www.econbiz.de/10003559086
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Mixed logit and error component models of corporate insolvency and bankruptcy risk
Hensher, David A.; Jones, Stewart - In: Advances in credit risk modelling and corporate …, (pp. 44-79). 2008
Persistent link: https://www.econbiz.de/10003751490