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Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: Journal of financial services research 59 (2021) 3, pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
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Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching; Chu, Chih-Kang; Chen, Yi-Chi - In: Quantitative finance 23 (2023) 1, pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
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Forecasting forward defaults with the discrete-time hazard model
Hwang, Ruey-ching; Chu, Chih-kang - In: Journal of forecasting 33 (2014) 2, pp. 108-123
Persistent link: https://www.econbiz.de/10010424865
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Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
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A varying-coefficient default model
Hwang, Ruey-ching - In: International journal of forecasting 28 (2012) 3, pp. 675-688
Persistent link: https://www.econbiz.de/10009659871
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Predicting recurrent financial distresses with autocorrelation structure : an empirical analysis from an emerging market
Hwang, Ruey-ching; Chung, Huimin; Ku, Jiun-yi - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10009758095
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Heterogeneity in the relationship between subjective well-being and its determinants over the life cycle : a varying-coefficient ordered probit approach
Lin, Yi-Chen; Hwang, Ruey-Ching; Deng, Wen-Shuenn - In: Economic modelling 49 (2015), pp. 372-386
Persistent link: https://www.econbiz.de/10011439595
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Predicting forward default probabilities of firms : a discrete-time forward hazard model with firm-specific frailty
Hwang, Ruey-Ching; Chen, Yi-Chi - In: Quantitative finance 24 (2024) 7, pp. 909-919
Persistent link: https://www.econbiz.de/10015050805