PREDICTION OF FINANCIAL DISTRESS BY MULTIVARIATE STATISTICAL ANALYSIS: THE CASE OF FIRMS TAKEN INTO THE SURVEILLANCE MARKET IN THE ISTANBUL STOCK EXCHANGE

DOI10.1142/S0219024906003470zbMATH Open1137.91434MaRDI QIDQ3379415FDOQ3379415

Authors: Serpil Canbas, Yildirim B. Önal, Hatice Düzakın, Suleyman Bilgin Kilic 

Publication date: 6 April 2006

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

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zbMATH Keywords

principal component analysisdiscriminant analysisfinancial distresssurveillance firms

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Cites Work

• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Combining discriminant methods in solving classification problems in two-group discriminant analysis
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions

Cited In (1)

• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case

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