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Description
| - The purpose of this paper is to analyse the distributional properties of financial data, suitable for building a bankruptcy forecast model, in the sense of normality deviation and the existence of outliers. In praxis, financial data in the form of financial ratios is very often not normally distributed. A Shapiro-Wilks procedure was used to test normality (Shapiro, Wilk, 1965) and a Box-Cox transformation (Box, Cox, 1964) for normalizing financial ratios. We would like to contributed to the previous pieces of research in following ways. Firstly, by analysing a greater range of accounting ratios or indicators (i.e. 44), secondly, by focusing on data of a different character (data suitable for building a bankruptcy forecast model), thirdly, by explaining cases in which the parameter l is not possible to estimate, and finally fourthly, identifying a possible cause of transformation failure in achieving normality of financial ratios. Before the transformation none of the analysed financial ratios met the
- The purpose of this paper is to analyse the distributional properties of financial data, suitable for building a bankruptcy forecast model, in the sense of normality deviation and the existence of outliers. In praxis, financial data in the form of financial ratios is very often not normally distributed. A Shapiro-Wilks procedure was used to test normality (Shapiro, Wilk, 1965) and a Box-Cox transformation (Box, Cox, 1964) for normalizing financial ratios. We would like to contributed to the previous pieces of research in following ways. Firstly, by analysing a greater range of accounting ratios or indicators (i.e. 44), secondly, by focusing on data of a different character (data suitable for building a bankruptcy forecast model), thirdly, by explaining cases in which the parameter l is not possible to estimate, and finally fourthly, identifying a possible cause of transformation failure in achieving normality of financial ratios. Before the transformation none of the analysed financial ratios met the (en)
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Title
| - The Distributional Properties of Financial Ratios: The Case of Czech Bankruptcy Data
- The Distributional Properties of Financial Ratios: The Case of Czech Bankruptcy Data (en)
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skos:prefLabel
| - The Distributional Properties of Financial Ratios: The Case of Czech Bankruptcy Data
- The Distributional Properties of Financial Ratios: The Case of Czech Bankruptcy Data (en)
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skos:notation
| - RIV/00216305:26510/13:PU103178!RIV14-MSM-26510___
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/00216305:26510/13:PU103178
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - bankruptcy, financial ratios, outlier detection, normality, data transformation (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
| - TRENDY EKONOMIKY A MANAGEMENTU
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Karas, Michal
- Režňáková, Mária
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issn
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number of pages
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http://localhost/t...ganizacniJednotka
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