Building a New and Essential Statistics Toolbox for Challenges in Finance and Business Analytics — Topic Contributed Papers
Business and Economic Statistics Section , Section for Statistical Programmers and Analysts , Section on Risk Analysis , Statistics in Business Schools Interest Group
Organizer(s): Kai-Sheng Song , Department of Mathematics, University of North Texas
Chair(s): Ta-Hsin Li, IBM Watson Research Center
4:05 PM
On Corporate Bankruptcy Prediction
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Yan Yu, University of Cincinnati ; Aidong Ding, Northeastern University ; Shaonan Tian, San Jose State University ; Hui Guo, University of Cincinnati
Firm-Specic Risk-Neutral Distributions: The Role of CDS Spreads
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Mohammad Jahan-Parvar, Federal Reserve Board of Governors ; Sirio Aramonte, Federal Reserve Board ; Samuel Rosen , University of North Carolina, Kenan-Flagler Business School ; John Schindler, Federal Reserve Board