UB Paderborn / Katalog / Suche / in CDI

Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality

Journal of financial services research, 2021-06, Vol.59 (3), p.143-172

2021

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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

Journal of financial services research, 2019-08, Vol.56 (1), p.95-117

2019

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Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty

Quantitative finance, 2024-06, Vol.24 (7), p.909-919

2024

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Forecasting Forward Defaults with the Discrete-Time Hazard Model

Journal of forecasting, 2014-03, Vol.33 (2), p.108-123

2014

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Predicting LGD distributions with mixed continuous and discrete ordinal outcomes

International journal of forecasting, 2020-07, Vol.36 (3), p.1003-1022

2020

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Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty

Quantitative finance, 2023-01, Vol.23 (1), p.149-168

2023

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A varying-coefficient default model

International journal of forecasting, 2012-07, Vol.28 (3), p.675-688

Hwang, Ruey-Ching

2012

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On multiple-class prediction of issuer credit ratings

Applied stochastic models in business and industry, 2009-09, Vol.25 (5), p.535-550

2009

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Forecasting credit ratings with the varying-coefficient model

Quantitative finance, 2013-12, Vol.13 (12), p.1947-1965

Hwang, Ruey-Ching

2013

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A semiparametric method for predicting bankruptcy

Journal of forecasting, 2007-08, Vol.26 (5), p.317-342

2007

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A logistic regression point of view toward loss given default distribution estimation

Quantitative finance, 2018-03, Vol.18 (3), p.419-435

2018

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A Two-Stage Probit Model for Predicting Recovery Rates

Journal of financial services research, 2016-12, Vol.50 (3), p.311-339

2016

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Predicting recovery rates using logistic quantile regression with bounded outcomes

Quantitative finance, 2016-05, Vol.16 (5), p.777-792

2016

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Predicting issuer credit ratings using generalized estimating equations

Quantitative finance, 2013-03, Vol.13 (3), p.383-398

Hwang, Ruey-Ching

2013

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Heterogeneity in the relationship between subjective well-being and its determinants over the life cycle: A varying-coefficient ordered probit approach

Economic modelling, 2015-09, Vol.49, p.372-386

2015

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Forecasting forward defaults: a simple hazard model with competing risks

Quantitative finance, 2014-08, Vol.14 (8), p.1467-1477

2014

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Predicting issuer credit ratings using a semiparametric method

Journal of empirical finance, 2010, Vol.17 (1), p.120-137

2010

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Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market

Journal of financial services research, 2013-06, Vol.43 (3), p.321-341

2013

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Assessing bankruptcy prediction models via information content of technical inefficiency

Journal of productivity analysis, 2011-12, Vol.36 (3), p.263-273

2011

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Predicting bankruptcy using the discrete-time semiparametric hazard model

Quantitative finance, 2010-11, Vol.10 (9), p.1055-1066

2010

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Local polynomial M-smoothers in nonparametric regression

Journal of statistical planning and inference, 2004-11, Vol.126 (1), p.55-72

Hwang, Ruey-Ching

2004

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A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER

Communications in statistics. Theory and methods, 2002-05, Vol.31 (5), p.833-848

Hwang, Ruey-Ching

2002

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DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION

Communications in statistics. Theory and methods, 2002-04, Vol.31 (3), p.419-434

2002

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Effect of a Lubricant on Wear Rate of Tablets

Drug development and industrial pharmacy, 1993, Vol.19 (12), p.1379-1391

1993

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Effect of Binder and Geometry of Tablet on Rate of Wear, Hardness and Tensile Strength

Drug development and industrial pharmacy, 1993, Vol.19 (5), p.507-519

1993

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Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality

Predicting Loss Distributions for Small-Size Defaulted-Debt Portfolios Using a Convolution Technique that Allows Probability Masses to Occur at Boundary Points

Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty

Forecasting Forward Defaults with the Discrete-Time Hazard Model

Predicting LGD distributions with mixed continuous and discrete ordinal outcomes

Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty

A varying-coefficient default model

On multiple-class prediction of issuer credit ratings

Forecasting credit ratings with the varying-coefficient model

A semiparametric method for predicting bankruptcy

A logistic regression point of view toward loss given default distribution estimation

A Two-Stage Probit Model for Predicting Recovery Rates

Predicting recovery rates using logistic quantile regression with bounded outcomes

Predicting issuer credit ratings using generalized estimating equations

Heterogeneity in the relationship between subjective well-being and its determinants over the life cycle: A varying-coefficient ordered probit approach

Forecasting forward defaults: a simple hazard model with competing risks

Predicting issuer credit ratings using a semiparametric method

Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market

Assessing bankruptcy prediction models via information content of technical inefficiency

Predicting bankruptcy using the discrete-time semiparametric hazard model

Local polynomial M-smoothers in nonparametric regression

A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER

DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION

Effect of a Lubricant on Wear Rate of Tablets

Effect of Binder and Geometry of Tablet on Rate of Wear, Hardness and Tensile Strength

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