Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model
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Publication:782624
DOI10.1007/S00180-019-00916-9zbMath1485.91244OpenAlexW2969622383WikidataQ127347484 ScholiaQ127347484MaRDI QIDQ782624
Haitao Zheng, Rong Guan, Hui-Wen Wang
Publication date: 28 July 2020
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-019-00916-9
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)
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Cites Work
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- Analysis of symbolic data. Exploratory methods for extracting statistical information from complex data
- Discriminant analysis of interval data: an assessment of parametric and distance-based approaches
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