Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry
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- Dalla Valle, Luciana & De Giuli, Maria Elena & Tarantola, Claudia & Manelli, Claudio, 2016.
"Default probability estimation via pair copula constructions,"
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- Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola, 2013. "Default Probability Estimation via Pair Copula Constructions," DEM Working Papers Series 048, University of Pavia, Department of Economics and Management.
- Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli, 2014. "Default Probability Estimation via Pair Copula Constructions," Papers 1405.1309, arXiv.org, revised Aug 2015.
More about this item
KeywordsTaiwan’s electronics industry; Failure prediction; Zero-price probability; GARCH simulation; Validation of discriminatory power;
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