Pages that link to "Item:Q4676174"
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The following pages link to Bankruptcy Prediction with Industry Effects (Q4676174):
Displaying 34 items.
- Random survival forests models for SME credit risk measurement (Q398807) (← links)
- Multiperiod corporate default prediction -- a forward intensity approach (Q528035) (← links)
- The development of a simple and intuitive rating system under Solvency II (Q659260) (← links)
- Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models (Q870149) (← links)
- Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt (Q941012) (← links)
- DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique (Q958086) (← links)
- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models (Q1025335) (← links)
- Supplier default dependencies: empirical evidence from the automotive industry (Q1042117) (← links)
- Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity (Q1615786) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions (Q1730582) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Modelling corporate bank accounts (Q2043118) (← links)
- Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data (Q2098076) (← links)
- Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach (Q2183867) (← links)
- A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction (Q2356164) (← links)
- Monetary conditions and banks' behaviour in the Czech Republic (Q2416128) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Restructuring risk in credit default swaps: an empirical analysis (Q2464865) (← links)
- Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions (Q2506356) (← links)
- On multiple-class prediction of issuer credit ratings (Q3077489) (← links)
- The influence of the business cycle on bankruptcy probability (Q3438334) (← links)
- Assessing the default risk by means of a discrete-time survival analysis approach (Q3552630) (← links)
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736) (← links)
- Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator (Q4994164) (← links)
- MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS (Q5061495) (← links)
- Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S. (Q5121503) (← links)
- Machine learning in bank merger prediction: a text-based approach (Q6090183) (← links)
- Corporate Probability of Default: A Single-Index Hazard Model Approach (Q6190739) (← links)
- Enterprise credit risk portrait and evaluation from the perspective of the supply chain (Q6195050) (← links)
- Default risk analysis via a discrete-time cure rate model (Q6571859) (← links)
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty (Q6592291) (← links)
- Value-enhancing modeling of surrenders and lapses (Q6665588) (← links)
