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A varying-coefficient default model
Hwang, Ruey-ching - In: International journal of forecasting 28 (2012) 3, pp. 675-688
Persistent link: https://www.econbiz.de/10009659871
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Forecasting forward defaults with the discrete-time hazard model
Hwang, Ruey-ching; Chu, Chih-kang - In: Journal of forecasting 33 (2014) 2, pp. 108-123
Persistent link: https://www.econbiz.de/10010424865
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Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: Journal of financial services research 59 (2021) 3, pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
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Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: International journal of forecasting 36 (2020) 3, pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
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Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
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A logistic regression point of view toward loss given default distribution estimation
Hwang, Ruey-Ching; Chu, Chih-Kang - In: Quantitative finance 18 (2018) 3, pp. 419-435
Persistent link: https://www.econbiz.de/10011906390
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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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A note on board characteristics, ownership structure and default risk in Taiwan
Chiang, Shu-Mei; Chung, Huimin; Huang, Chien-Ming - In: Accounting and finance : journal of the Accounting … 55 (2015) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10011306054