Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7850
Title: Predicting bank failures : a comparison of the Cox proportional hazards model and time-varying covariates model.
Authors: Cheng, Philip Yim Kwong.
Keywords: DRNTU::Business::Finance::Banking
Issue Date: 2002
Abstract: As a contribution to bank regulation by improving the accuracy of predicting failed banks, I first illustrate the use of martingale and other residuals as diagnostic checks for Cox’s proportional hazards model. Second, I discuss and substantiate the claim that a time-varying covariates model is superior to the Cox model as a bank failure model.
URI: http://hdl.handle.net/10356/7850
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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