this work references cited by second hopReferences
- 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
- 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
- 1966Financial Ratios As Predictors of Failure4,753 cited
- 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
- 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
- 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
- 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
- 2004Assessing the Probability of Bankruptcy1,357 cited
- 2006Multi-period corporate default prediction with stochastic covariates973 cited
- 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies833 cited
- 2004Bankruptcy Prediction with Industry Effects810 cited
- 1999Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis677 cited
- 2003Credit Risk : Pricing, Measurement, and Management587 cited
- 2007
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work