Nonparametric quantile regression-based classifiers for bankruptcy forecasting
Year of publication: |
2014
|
---|---|
Authors: | Lorca, Pedro ; Landajo, Manuel ; Andrés Suárez, Javier de |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 2, p. 124-133
|
Subject: | bankruptcy forecasting | classifiers | nonparametric methods | quantile regression | accounting ratios | Insolvenz | Insolvency | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory |
-
Predicting corporate failure : the GRASP-LOGIT model
Yusta, Silvia Casado, (2018)
-
Quantile methods for financial risk management
Schaumburg, Julia, (2013)
-
Kanda, Isao, (2019)
- More ...
-
The effects of ERP implementations on the profitability of big firms : the case of Spain
Andrés Suárez, Javier de, (2012)
-
Does gender affect business profitability? : the case in a region of Spain
García-Diez, Julita, (2012)
-
Determinants of ERP implementations : an empirical study in Spanish companies
Andrés Suárez, Javier de, (2009)
- More ...