A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach

While using the binary quantile regression (BQR) model, we establish a hybrid bankruptcy prediction model with dynamic loadings for both the accounting-ratio-based and market-based information. Using the proposed model, we conduct an empirical study on a dataset comprising of default events during t...

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Veröffentlicht in:	Journal of empirical finance 2010-09, Vol.17 (4), p.818-833
Hauptverfasser:	Li, Ming-Yuan Leon, Miu, Peter
Format:	Artikel
Sprache:	eng
Schlagworte:	Bankruptcy Binary quantile regression Binary quantile regression z-score Distance-to-default Bankruptcy Company insolvency Credit rating Distance-to-default Empirical tests Enterprises Financial risks Modelling Regression analysis z-score
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