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A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
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Credit scoring with macroeconomic variables using survival analysis
Bellotti, T.; Crook, Jonathan N. - In: Journal of the Operational Research Society : OR 60 (2009) 12, pp. 1699-1707
Persistent link: https://www.econbiz.de/10003923236
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Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Credit scoring with macroeconomic variables using survival analysis
Bellotti, Tony (contributor); Crook, Jonathan N. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474985
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Regression model for proportions with probability masses at zero and one
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009515736
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Generalized extreme value for binary rare events data : an application to credit defaults
Calabrese, Raffaella; Osmetti, Silvia Angela - 2011
Persistent link: https://www.econbiz.de/10009299911
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Estimators of binary spatial autoregressive models : a Monte Carlo study
Calabrese, Raffaella; Elkink, Johan A. - In: Journal of regional science 54 (2014) 4, pp. 664-687
Persistent link: https://www.econbiz.de/10011313376
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Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model
Calabrese, Raffaella; Marra, Giampiero; Osmetti, Silvia … - In: Journal of the Operational Research Society : OR 67 (2016) 4, pp. 604-615
Persistent link: https://www.econbiz.de/10011516598
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Estimating bank default with generalised extreme value regression models
Calabrese, Raffaella; Giudici, Paolo - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1783-1792
Persistent link: https://www.econbiz.de/10011418442
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Measuring bank contagion in Europe using binary spatial regression models
Calabrese, Raffaella; Elkink, Johan A.; Giudici, Paolo S. - In: Journal of the Operational Research Society : OR 68 (2017) 12, pp. 1503-1511
Persistent link: https://www.econbiz.de/10011815972