Time Series Analysis of Financial Statements for Default Modelling
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-52249-0_19
Reference20 articles.
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3. Camara, A., Popova, I., Simkins, B.: A comparative study of the probability of default for global financial firms. J. Bank. Finance 36(3), 717–732 (2012)
4. Li, L., Faff, R.: Predicting corporate bankruptcy: what matters? Int. Rev. Econ. Finance 62, 1–19 (2019)
5. Altman, E.I., Iwanicz-Drozdowska, M., Laitinen, E.K., Suvas, A.: Financial distress prediction in an international context: a review and empirical analysis of Altman’s Z-score model. J. Int. Financial Manag. Account. 28(2), 131–171 (2017)
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