2010
DOI: 10.1016/j.jempfin.2009.07.007
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Predicting issuer credit ratings using a semiparametric method

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Cited by 50 publications
(22 citation statements)
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“…Data cannot be observed in column 8 th in table 3 with "Unavailability delete" mark. [3][4][5][6], [9][10][11][12][13] Reserved…”
Section: Audition Of Indices and Data Obtain (1) Audition Of Indicesmentioning
confidence: 99%
“…Data cannot be observed in column 8 th in table 3 with "Unavailability delete" mark. [3][4][5][6], [9][10][11][12][13] Reserved…”
Section: Audition Of Indices and Data Obtain (1) Audition Of Indicesmentioning
confidence: 99%
“…These techniques include logistic regression, discriminant analysis, linear probit model, etc. (Hwang, Chung, Chu, 2010). Also methods of artificial intelligence are widely used for classification of companies.…”
Section: Internal Credit Rating Models In Banksmentioning
confidence: 99%
“…Firms receiving BBB rating mean that they have adequate capacity to meet their financial commitments. However, firms receiving ratings below BBB mean that they are regarded as having speculative characteristics (Hwang, Chung, Chu, 2010).…”
Section: Internal Credit Rating Models In Banksmentioning
confidence: 99%
“…Several techniques were used including multiple regression analysis (Horrigan, 1966;Pogue and Soldofsky, 1969;West, 1970), multiple discriminant analysis (Pinches and Mingo, 1973;Altman and Katz, 1976), ordered linear probit model (Kaplan and Urwitz, 1979;Poon, 2003;Cheng et al, 2009;Hwang et al, 2010), ordered and unordered linear logit models (Ederington, 1985), bayesian networks (Wijayatunga et al, 2006), support vector machines and neural networks (Huang et al, 2004).…”
Section: Introductionmentioning
confidence: 99%