OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Rating frailty, Bayesian updates, and portfolio credit risk analysis*
Shang Bu, Nan Guo, Lingfei Li
Quantitative Finance (2022) Vol. 22, Iss. 4, pp. 777-797
Closed Access | Times Cited: 7
Shang Bu, Nan Guo, Lingfei Li
Quantitative Finance (2022) Vol. 22, Iss. 4, pp. 777-797
Closed Access | Times Cited: 7
Showing 7 citing articles:
Proposing an innovative real-time monitoring approach for the parameter stability of credit-default prediction model
Linzi Liu, Xin Lai, Xiaofang Cai, et al.
Journal of the Operational Research Society (2024), pp. 1-12
Closed Access | Times Cited: 1
Linzi Liu, Xin Lai, Xiaofang Cai, et al.
Journal of the Operational Research Society (2024), pp. 1-12
Closed Access | Times Cited: 1
Ensemble Learning with Feature Optimization for Credit Risk Assessment
Guanghui Zeng, Weixin Su, Chaoqun Hong
Research Square (Research Square) (2024)
Open Access
Guanghui Zeng, Weixin Su, Chaoqun Hong
Research Square (Research Square) (2024)
Open Access
Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method
Zheqi Wang, Jonathan Crook, Galina Andreeva
Journal of the Operational Research Society (2024), pp. 1-25
Closed Access
Zheqi Wang, Jonathan Crook, Galina Andreeva
Journal of the Operational Research Society (2024), pp. 1-25
Closed Access
Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty
Ruey‐Ching Hwang, Yi‐Chi Chen
Quantitative Finance (2024) Vol. 24, Iss. 7, pp. 909-919
Closed Access
Ruey‐Ching Hwang, Yi‐Chi Chen
Quantitative Finance (2024) Vol. 24, Iss. 7, pp. 909-919
Closed Access
Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty
Ruey‐Ching Hwang, Chih‐Kang Chu, Yi‐Chi Chen
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 149-168
Closed Access | Times Cited: 1
Ruey‐Ching Hwang, Chih‐Kang Chu, Yi‐Chi Chen
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 149-168
Closed Access | Times Cited: 1
Predicting Multi-Period Corporate Default Based on Bayesian Estimation of Forward Intensity—Evidence from China
Zhengfang Ni, Minghui Jiang, Wentao Zhan
Systems (2022) Vol. 11, Iss. 1, pp. 18-18
Open Access | Times Cited: 1
Zhengfang Ni, Minghui Jiang, Wentao Zhan
Systems (2022) Vol. 11, Iss. 1, pp. 18-18
Open Access | Times Cited: 1
