Hui Guo : Citation Profile


Are you Hui Guo?

University of Cincinnati

13

H index

16

i10 index

675

Citations

RESEARCH PRODUCTION:

35

Articles

23

Papers

RESEARCH ACTIVITY:

   11 years (2001 - 2012). See details.
   Cites by year: 61
   Journals where Hui Guo has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 20 (2.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu113
   Updated: 2022-09-17    RAS profile: 2013-09-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hui Guo.

Is cited by:

cotter, john (9)

Santa-Clara, Pedro (7)

Hodrick, Robert (6)

Kanas, Angelos (6)

Vespignani, Joaquin (6)

LE, Thai-Ha (6)

Kanas, Angelos (6)

Caporale, Guglielmo Maria (6)

Kanas, Angelos (6)

Angelidis, Timotheos (6)

Gil-Alana, Luis (6)

Cites to:

Campbell, John (131)

Lettau, Martin (72)

merton, robert (50)

French, Kenneth (43)

Fama, Eugene (34)

Cochrane, John (24)

Stambaugh, Robert (18)

Bollerslev, Tim (17)

Ludvigson, Sydney (17)

Gertler, Mark (16)

Schwert, G. (15)

Main data


Where Hui Guo has published?


Journals with more than one article published# docs
National Economic Trends7
Review5
Journal of Banking & Finance4
Monetary Trends4
Journal of Financial and Quantitative Analysis3

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis22

Recent works citing Hui Guo (2022 and 2021)


YearTitle of citing document
2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Sammon, Marco ; Baker, Scott R. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1789.

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2021The RQE-CAPM : New insights about the pricing of idiosyncratic risk. (2021). Moran, Kevin ; Koumou, Nettey Boevi Gilles ; Carmichael, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-28.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000309.

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2021Information transmission between large shareholders and stock volatility. (2021). Wang, Lidan ; Zhang, Yongjie ; Li, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001613.

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2021Predictive regression with p-lags and order-q autoregressive predictors. (2021). Zhu, Min ; Wang, You-Gan ; Jayetileke, Harshanie L. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:282-293.

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2021Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378.

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2021New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets. (2021). Miljkovic, Dragan ; Goetz, Cole ; Barabanov, Nikita . In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002784.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2021A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002258.

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2022Fear in commodity return prediction. (2022). Zhang, Qunzi ; Wei, Xinbei ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004773.

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2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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2021Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis. (2021). Hoseinzade, Saeid ; Nejad, Ali Ebrahim ; Ebrahimnejad, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s104402832100065x.

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2021Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66.

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2021Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2021Aggregate accruals and market returns: The role of aggregate M&A activity. (2021). Venkatachalam, Mohan ; Nallareddy, Suresh ; Heater, John C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:2:s0165410121000471.

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2021Aggregate Distress Risk and Equity Returns. (2021). Jiang, Xiaowen ; Guo, Hui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002478.

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2021Toward a coping-dueling-fit theory of the ADHD-entrepreneurship relationship: Treatments influence on business venturing, performance, and persistence. (2021). Liao, Chi ; Greidanus, Nathan Sidney. In: Journal of Business Venturing. RePEc:eee:jbvent:v:36:y:2021:i:2:s0883902620306959.

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2021Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

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2021Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence. (2021). Wen, Quan ; Bali, Turan G ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1017-1037.

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2022Change point analysis of covariance functions: A weighted cumulative sum approach. (2022). Horvath, Lajos ; Zhao, Yuqian ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x2100155x.

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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Zhang, Hongwei ; Suleman, Muhammad Tahir ; Huang, Wanjun. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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2021Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States. (2021). Raggad, Bechir . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004311.

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2021An inflation-based ICAPM in China. (2021). Zhang, Han. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001086.

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2021The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

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2021New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:127-142.

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2021Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Jin, Chenglu ; Bao, Weiwei ; Chen, Rongda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129.

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2021Risk, ambiguity, and equity premium: International evidence. (2021). Byun, Suk-Joon ; Kim, Eung-Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:321-335.

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2022Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market. (2022). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:177-194.

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2021Sticky Stock Market Analysts. (2021). Spiwoks, Markus ; Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Aikins, Emmanuel Joel ; Abakah, Moses Kenneth. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:613-:d:705443.

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2021Quantile Risk–Return Trade-Off. (2021). Savva, Christos S ; Christiansen, Charlotte ; Aslanidis, Nektarios. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:249-:d:568106.

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2021The Spillover of Inflation among the G7 Countries. (2021). Sohag, Kazi ; Husain, Humaira ; Tiwari, Aviral Kumar ; Istiak, Khandokar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:392-:d:619209.

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2022A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets. (2022). Muguto, Lorraine ; Muzindutsi, Paul-Francois. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:85-:d:752418.

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2021Predictive Role of Ex Ante Strategic Firm Characteristics for Sustainable Initial Public Offering (IPO) Survival. (2021). Shaharuddin, Shahrin Saaid ; Ismail, Izlin ; Ahmad, Iftikhar. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:8063-:d:597236.

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2021Accrual mispricing, value-at-risk, and expected stock returns. (2021). Simlai, Prodosh. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00985-2.

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2022Does economic policy uncertainty matter for financial reporting quality? Evidence from the United States. (2022). Neri, Lorenzo ; Kalyvas, Antonios Nikolaos ; Bermpei, Theodora ; Russo, Antonella. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01010-2.

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2021The political reception of innovations. (2021). Moran, Kevin ; Koumou, Gilles Boevi ; Carmichael, Benoit. In: Cahiers de recherche. RePEc:lvl:crrecr:2107.

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2022Estimation of nonstationary nonparametric regression model with multiplicative structure. (2022). Wu, Wei Biao ; Smetanina, Ekaterina ; Chen, Likai. In: Econometrics Journal. RePEc:oup:emjrnl:v:25:y:2022:i:1:p:176-214..

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2022Herding in different states and terms: evidence from the cryptocurrency market. (2022). Mahmood, Syed Riaz. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00265-1.

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2022Time connectedness of fear. (2022). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02056-w.

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2021Navigating the factor zoo around the world: an institutional investor perspective. (2021). Ranganathan, Ananthalakshmi ; Pope, Peter F ; Lohre, Harald ; Bartram, Sohnke M. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01035-y.

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2022The non-linear trade-off between return and risk and its determinants. (2022). Salvador, Enrique ; Cotter, John. In: Working Papers. RePEc:ucd:wpaper:202203.

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2022How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances. (2022). Dragan, Tevdovski ; Artan, Sulejmani. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:17:y:2022:i:1:p:1-13:n:8.

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2021Financial Reporting Quality and Investors Divergence of Opinion†. (2021). Cerqueira, Antonio ; Silva, Diogo . In: Accounting Perspectives. RePEc:wly:accper:v:20:y:2021:i:1:p:79-107.

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2022A two?stage Bayesian network model for corporate bankruptcy prediction. (2022). Hua, Shan ; Zhai, Jia ; Liu, Xiaoquan ; Cao, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:455-472.

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2022What Does the Cross?Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments. (2022). Maio, Paulo ; Cooper, Ilan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:73-118.

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2022Relative Risk Aversion: A Meta-Analysis. (2022). Irsova, Zuzana ; Havranek, Tomas ; Elminejad, Ali. In: EconStor Preprints. RePEc:zbw:esprep:260586.

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Works by Hui Guo:


YearTitleTypeCited
2006Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns In: Journal of Business & Economic Statistics.
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article40
2005Idiosyncratic volatility, stock market volatility, and expected stock returns.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 40
paper
2009DATA REVISIONS AND OUT?OF?SAMPLE STOCK RETURN PREDICTABILITY In: Economic Inquiry.
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article6
2008Foreign Exchange Volatility Is Priced in Equities In: Financial Management.
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article10
2006Foreign exchange volatility is priced in equities.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2006The Risk?Return Relation in International Stock Markets In: The Financial Review.
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article13
2006On the risk-return relation in international stock markets.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2006Uncovering the Risk–Return Relation in the Stock Market In: Journal of Finance.
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article166
2005Uncovering the risk-return relation in the stock market.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 166
paper
2003Uncovering the Risk-Return Relation in the Stock Market.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 166
paper
2011Accruals and the Conditional Equity Premium In: Journal of Accounting Research.
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article11
2004Limited Stock Market Participation and Asset Prices in a Dynamic Economy In: Journal of Financial and Quantitative Analysis.
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article26
2003Limited stock market participation and asset prices in a dynamic economy.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 26
paper
2009Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis.
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article21
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2011IPO First-Day Return and Ex Ante Equity Premium In: Journal of Financial and Quantitative Analysis.
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article2
2008Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model In: Economics Letters.
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article25
2006Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 25
paper
2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
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article23
2004International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 23
paper
2006Time-varying risk premia and the cross section of stock returns In: Journal of Banking & Finance.
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article17
2005Time-varying risk premia and the cross section of stock returns.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2008Forecasting foreign exchange rates using idiosyncratic volatility In: Journal of Banking & Finance.
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article6
2010Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns In: Journal of Banking & Finance.
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article24
2004Stock prices, firm size, and changes in the federal funds rate target In: The Quarterly Review of Economics and Finance.
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article34
2003Stock prices, firm size, and changes in the federal funds rate target.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 34
paper
2007Higher risk does bring higher returns in stock markets worldwide In: International Economic Trends.
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article0
2002Stock market volatility: reading the meter In: Monetary Trends.
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article1
2003Does stock market volatility forecast returns? In: Monetary Trends.
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article0
2004Why do stock prices react to the Fed? In: Monetary Trends.
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article2
2006Are investors more risk-averse during recessions? In: Monetary Trends.
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article1
2001Stockholding is still highly concentrated In: National Economic Trends.
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article0
2002Expected stock market returns and business investment In: National Economic Trends.
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article0
2003The less volatile U.S. economy In: National Economic Trends.
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2004Volatile firms, stable economy In: National Economic Trends.
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article1
2005Foreign exchange rates are predictable! In: National Economic Trends.
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article0
2005Reading inflation expectations from CPI futures In: National Economic Trends.
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article0
2007Stock market dispersion and unemployment In: National Economic Trends.
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article1
2001A simple model of limited stock market participation In: Review.
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article2
2002Why are stock market returns correlated with future economic activities? In: Review.
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article2
2002Stock market returns, volatility, and future output In: Review.
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article13
2004A rational pricing explanation for the failure of CAPM In: Review.
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article3
2005Oil price volatility and U.S. macroeconomic activity In: Review.
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article104
2002Understanding the risk-return tradeoff in the stock market In: Working Papers.
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paper0
2003On the out-of-sample predictability of stock market returns In: Working Papers.
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paper50
2006On the Out-of-Sample Predictability of Stock Market Returns.(2006) In: The Journal of Business.
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This paper has another version. Agregated cites: 50
article
2003On the real-time forecasting ability of the consumption-wealth ratio In: Working Papers.
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2003Does idiosyncratic risk matter: another look In: Working Papers.
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paper1
2003On the cross section of conditionally expected stock returns In: Working Papers.
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2006Aggregate idiosyncratic volatility in G7 countries In: Working Papers.
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paper0
2006Idiosyncratic volatility, economic fundamentals, and foreign exchange rates In: Working Papers.
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paper1
2006Market timing with aggregate and idiosyncratic stock volatilities In: Working Papers.
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paper1
2006Equity market volatility and expected risk premium In: Working Papers.
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paper0
2006Understanding stock return predictability In: Working Papers.
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paper2
2006The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries In: Working Papers.
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paper1
2006Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market In: Working Papers.
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paper1
2008Average Idiosyncratic Volatility in G7 Countries In: Review of Financial Studies.
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article55
2012A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction In: Journal of the American Statistical Association.
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article7

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