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subject:"Kreditrisiko"
~person:"Aldrich, Eric M."
~person:"Dong, Manh Cuong"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Kreditrisiko
Börsenkurs
Prognoseverfahren
Duration analysis
2
Statistische Bestandsanalyse
2
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
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Discrete hazard model
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Aldrich, Eric M.
Dong, Manh Cuong
Partington, Graham H.
2
Sood, Ashish
2
Tellis, Gerard J.
2
Tian, Shaonan
2
Abdulllahi, Muhammad
1
Abdulrazaq, Mustapha
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Ahmadu, Hassan Adaviriku
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An, Xudong
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Czado, Claudia
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D'Amico, Guglielmo
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Dakovic, Rada
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Journal of empirical finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong
;
Tian, Shaonan
;
Chen, Cathy W. S.
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
Saved in:
2
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
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