Forecasting Bankruptcy More Accurately: A Simple Hazard Model Author(s): Tyler Shumway Reviewed work(s): Source: The Journal of Business, Vol. 74, No. 1 (January 2001), pp.…
Slide 1 Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around by Rebel A. Cole and Lawrence J. White 2010 FDIC Bank Research Conference Arlington,…
Slide 1 Modelling and forecasting value at risk and expected shortfall for GCC stock markets: do long memory, structural breaks, asymmetry, and fat-tails matter ? Chaker…
1 Predicting Firm Financial Distress: A Mixed Logit Model Stewart Jones David A. Hensher The University of Sydney ABSTRACT: Over the past three decades the literature on…
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Slide 1#1 EC 485: Time Series Analysis in a Nut Shell Slide 2 #2 Data Preparation: 1)Plot data and examine for stationarity 2)Examine ACF for stationarity 3)If not stationary,…