A two-stage probit model for predicting recovery rates
Ruey-Ching Hwang, Huimin Chung, C.K. Chu
| Year of publication: |
December 2016
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|---|---|
| Authors: | Hwang, Ruey-Ching ; Chung, Huimin ; Chu, C. K. |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 50.2016, 3, p. 311-339
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| Subject: | Expanding rolling window approach | Ordered probit model | Probit transformation regression | Two-stage probit model | Recovery rate | Probit-Modell | Probit model | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10693-015-0231-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011667877