Calabrese Raffaella

Raffaella Calabrese

Information about the author Raffaella Calabrese will soon be added to the site.
Found 3 papers in total
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model
2016
We introduce a binary regression accounting‐based model for bankruptcy...
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
2016
This paper presents a cross‐country comparison of significant predictors of...
Estimating bank default with generalised extreme value regression models
Estimating bank default with generalised extreme value regression models
2015
The paper proposes a novel model for the prediction of bank failures, on the basis of...
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