Similar Search Results

Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt

Philosophov, Leonid V.; Batten, Jonathan A.; … - In: Mathematics and financial economics 1 (2008) 3/4, pp. 181-212

Persistent link: https://www.econbiz.de/10003722520

Using public information to predict corporate default risk

Peng, C.N.; Lin, J.L. - In: Applied quantitative finance, (pp. 129-151). 2017

Persistent link: https://www.econbiz.de/10011794957

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

Bayesian loss given default estimation for European sovereign bonds

Jobst, Rainer; Kellner, Ralf; Rösch, Daniel - In: International journal of forecasting 36 (2020) 3, pp. 1073-1091

Persistent link: https://www.econbiz.de/10012497723

Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models

Pericoli, Marcello; Taboga, Marco - In: Journal of financial econometrics 20 (2022) 5, pp. 807-838

Persistent link: https://www.econbiz.de/10013460028

Factor-augmented HAR model improves realized volatility forecasting

Kim, Dongwoo; Baek, Changryong - In: Applied economics letters 27 (2020) 12, pp. 1002-1009

Persistent link: https://www.econbiz.de/10012267030

Time-varying neural network for stock return prediction

Wong, Steven Y. K.; Chan, Jennifer S. K.; Azizi, Lamiae; … - In: Intelligent systems in accounting, finance & management 29 (2022) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10013274234

Bayesian analysis of duration models : an application to bankruptcy

Li, Kai - 1996

Persistent link: https://www.econbiz.de/10001421899

Bayesian Estimation of Probabilities of Default for Low Default Portfolios

Tasche, Dirk - 2014

The estimation of probabilities of default (PDs) for low default portfolios by means of upper confidence bounds is a well established procedure in many financial institutions. However, there are often discussions within the institutions or between institutions and supervisors about which...

Persistent link: https://www.econbiz.de/10013066179

Bayesian estimation of probabilities of default for low default portfolios

Tasche, Dirk - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 302-326

Persistent link: https://www.econbiz.de/10010197067