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~person:"Frydman, Halina"
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Frydman, Halina
Frydman, Roman
14
Trimbath, Susanne
12
Matuszyk, Anna
10
Schuermann, Til
8
Figlewski, Stephen
4
Liang, Weijian
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ECONIS (ZBW)
29
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1
A new framework for examining creditworthiness of borrowers : the mover-stayer model with covariate and macroeconomic effects
Frydman, Halina
;
Matuszyk, Anna
;
Li, Chang
;
Zhu, Weicheng
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1491-1499
Persistent link: https://www.econbiz.de/10012624150
Saved in:
2
Estimation in the mixture of Markov chains moving with different speeds
Frydman, Halina
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 1046-1053
Persistent link: https://www.econbiz.de/10003107983
Saved in:
3
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
4
Credit rating dynamics and Markov mixture models
Frydman, Halina
;
Schuermann, Til
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1062-1075
Persistent link: https://www.econbiz.de/10003733823
Saved in:
5
Introducing recursive partitioning for financial classification : the case of financial distress
Frydman, Halina
;
Altman, Edward I.
;
Kao, Duen-Li
- In:
The journal of finance : the journal of the American …
40
(
1985
)
1
,
pp. 269-291
Persistent link: https://www.econbiz.de/10002174003
Saved in:
6
Credit rating dynamics and Markov mixture models
Frydman, Halina
(
contributor
);
Schuermann, Til
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002445219
Saved in:
7
Cost inefficiency, size of firms and takeovers
Trimbath, Susanne
;
Frydman, Halina
;
Frydman, Roman
- In:
Review of quantitative finance and accounting
17
(
2001
)
4
,
pp. 397-420
Persistent link: https://www.econbiz.de/10001748184
Saved in:
8
Corporate inefficiency and the risk of takeover
Trimbath, Susanne
;
Frydman, Halina
;
Frydman, Roman
-
2000
Persistent link: https://www.econbiz.de/10001557007
Saved in:
9
Introducing recursive partitioning for financial classification : the case of financial distress
Frydman, Halina
Persistent link: https://www.econbiz.de/10001273336
Saved in:
10
Testing the adequacy of Markov chain and mover-stayer models as representations of credit behavior
Frydman, Halina
- In:
Operations research
33
(
1985
)
6
,
pp. 1203-1214
Persistent link: https://www.econbiz.de/10001019471
Saved in:
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