A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach
- 30 September 2010
- journal article
- Published by Elsevier BV in Journal of Empirical Finance
- Vol. 17 (4), 818-833
- https://doi.org/10.1016/j.jempfin.2010.04.004
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
- Quantile regression, censoring, and the structure of wagesPublished by Cambridge University Press (CUP) ,2008
- Comparing the performance of market-based and accounting-based bankruptcy prediction modelsJournal of Banking & Finance, 2008
- Economic benefit of powerful credit scoringJournal of Banking & Finance, 2006
- Conditional value-at-risk: Aspects of modeling and estimationEmpirical Economics, 2001
- Portfolio style: Return-based attribution using quantile regressionEmpirical Economics, 2001
- Nativity and Wealth in Mid-Nineteenth-Century CitiesThe Journal of Economic History, 1998
- The dynamics of changes in the female wage distribution in the USA: a quantile regression approachJournal of Applied Econometrics, 1998
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile RegressionEconometrica, 1994
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Financial Ratios, Discriminant Analysis and the Prediction of Corporate BankruptcyThe Journal of Finance, 1968