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Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira - In: Quantitative finance 20 (2020) 5, pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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Bayesian regularized artificial neural networks for the estimation of the probability of default
Sariev, Eduard; Germano, Guido - In: Quantitative finance 20 (2020) 2, pp. 311-328
Persistent link: https://www.econbiz.de/10012194868
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Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching; Chu, Chih-Kang; Chen, Yi-Chi - In: Quantitative finance 23 (2023) 1, pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
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Predicting forward default probabilities of firms : a discrete-time forward hazard model with firm-specific frailty
Hwang, Ruey-Ching; Chen, Yi-Chi - In: Quantitative finance 24 (2024) 7, pp. 909-919
Persistent link: https://www.econbiz.de/10015050805
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Real options maximizing survival probability under incomplete markets
Jiang, Jinglu; Mu, Congming; Peng, Juan; Yang, Jinqiang - In: Quantitative finance 19 (2019) 11, pp. 1921-1931
Persistent link: https://www.econbiz.de/10012195664
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A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang; Escobar, Marcos - In: Quantitative finance 23 (2023) 3, pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
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On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.; Chatterjee, Rupak; Tydniouk, Igor - In: Quantitative finance 21 (2021) 10, pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
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Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi; Lai, Hung-neng - In: Quantitative finance 21 (2021) 5, pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; … - In: Quantitative finance 18 (2018) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Correlation as probability : applications of Sheppard's formula to financial assets
Giner, Javier; Mendoza Aguilar, Judit; Morini-Marrero, … - In: Quantitative finance 18 (2018) 5, pp. 777-787
Persistent link: https://www.econbiz.de/10011907938