Modeling company failure: a longitudinal study of Turkish banks

DOI10.1080/02331934.2013.855762zbMath1298.91194OpenAlexW2037621495MaRDI QIDQ2926495

Murat Cinko, Didem Pekkurnaz, Ozlem Ilk

Publication date: 24 October 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.855762

zbMATH Keywords

panel datauncertainty modellingregressionhierarchical modelsfinancial ratios

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Generalized linear models (logistic models) (62J12)

Cites Work

• Longitudinal data analysis using generalized linear models
• Marginalized Transition Models and Likelihood Inference for Longitudinal Categorical Data
• Neural network credit scoring models
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case

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