

| | Top Ten 20 Most Cited Books within Credit Scoring PapersUsing the same citations database used to compile the overall Most Referenced Books list, I then condition on just the subset of research papers listed within Credit Scoring. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a credit scoring researcher. Updated as of 26-Apr-2008. | Cited in 6 SCORE papers | | Options, Futures and Other Derivatives by John C. Hull, Prentice Hall, (June 10, 2005), Hardcover, 816 pages. Amazon: Sales Rank= #16,406; Reviews= (66). | | Cited in 5 SCORE papers | | Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt by Edward I. Altman, Edith Hotchkiss, Wiley, (December 2, 2005), Hardcover, 368 pages. Amazon: Sales Rank= #37,096; Reviews= (2). | | Cited in 4 SCORE papers | | Credit Risk: Pricing, Measurement, and Management by Darrell Duffie, Kenneth J. Singleton, Princeton University Press, (January 6, 2003), Hardcover, 464 pages. Amazon: Sales Rank= #144,490; Reviews= (5). | | Cited in 4 SCORE papers | | Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms by Anthony Saunders, Linda Allen, Wiley, (February 1, 2001), Hardcover, 288 pages. Amazon: Sales Rank= #70,569; Reviews= (4). | | Cited in 4 SCORE papers | | Econometric Analysis by William H. Greene, Prentice Hall, (August 17, 2007), Hardcover, 1216 pages. Amazon: Sales Rank= #53,014; Reviews= (50). | | Cited in 4 SCORE papers | | Credit Ratings: Methodologies, Rationale and Default Risk by Michael K. Ong (Editor), Risk Books, (October 29, 2002), Hardcover, 535 pages. Amazon: Sales Rank= #783,864; Reviews= (1). | | Cited in 4 SCORE papers | | Applied Logistic Regression by David W. Hosmer, Stanley Lemeshow, Wiley-Interscience Publication, (September 15, 2000), Hardcover, 392 pages. Amazon: Sales Rank= #27,754; Reviews= (7). | | Cited in 3 SCORE papers | | Credit Risk: Models and Management by David Shimko, Risk Books, (April 1, 2004), Hardcover, 638 pages. Amazon: Sales Rank= #1,230,774; Reviews= (1). | | Cited in 3 SCORE papers | | The Statistical Analysis of Failure Time Data by John D. Kalbfleisch, Ross L. Prentice, Wiley-Interscience, (September 9, 2002), Hardcover, 462 pages. Amazon: Sales Rank= #275,046; Reviews= (1). | | Cited in 3 SCORE papers | | Limited-Dependent and Qualitative Variables in Econometrics by G. S. Maddala, Cambridge University Press, (June 27, 1986), Paperback, 401 pages. Amazon: Sales Rank= #368,746; Reviews= (5). | | Cited in 3 SCORE papers | | The Econometric Analysis of Transition Data by Tony Lancaster, Cambridge University Press, (June 26, 1992), Paperback, 364 pages. Amazon: Sales Rank= #493,037; Reviews= (1). | | Cited in 3 SCORE papers | | Monetary History of the United States, 1867-1960 by Milton Friedman, Anna Jacobson Schwartz, Princeton University Press, (November 1, 1971), Paperback, 888 pages. Amazon: Sales Rank= #103,129; Reviews= (8). | | Cited in 2 SCORE papers | | Advanced Credit Risk Analysis by Didier Cossin, Hugues Pirotte, Wiley, (June 9, 2000), Hardcover, 400 pages. Amazon: Sales Rank= #1,245,961; Reviews= (9). | | Cited in 2 SCORE papers | | An Introduction to the Bootstrap by Bradley Efron, R.J. Tibshirani, Chapman & Hall/CRC, (May 15, 1994), Hardcover, 436 pages. Amazon: Sales Rank= #16,402; Reviews= (7). | | Cited in 2 SCORE papers | | Advanced Econometrics by Takeshi Amemiya, Harvard University Press, (November 7, 1985), Hardcover, 536 pages. Amazon: Sales Rank= #91,452; Reviews= (6). | | Cited in 2 SCORE papers | | Analysis of Survival Data by D.R. Cox, David Oakes, Chapman & Hall/CRC, (June 1, 1984), Hardcover, 208 pages. Amazon: Sales Rank= #1,080,828; No customer reviews yet. | | Cited in 2 SCORE papers | | The Theory and Practice of Econometrics by George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl, and Tsoung-Chao Lee, Wiley, (January 1, 1985), Hardcover, 1056 pages. Amazon: Sales Rank= #1,062,751; Reviews= (3). | | Cited in 2 SCORE papers | | Statistical Analysis with Missing Data, Second Edition by Roderick J. A. Little, Donald B. Rubin, Wiley-Interscience, (September 9, 2002), Hardcover, 408 pages. Amazon: Sales Rank= #210,831; Reviews= (5). | | Cited in 2 SCORE papers | | The Nature of Statistical Learning Theory by Vladimir N. Vapnik, Springer, (November 19, 1999), Hardcover, 314 pages. Amazon: Sales Rank= #294,780; Reviews= (4). | | Cited in 2 SCORE papers | | Applied Multivariate Statistical Analysis by Wolfgang Härdle, Leopold Simar, Springer, (September 10, 2003), Hardcover, 486 pages. Amazon: Sales Rank= #1,204,053; Reviews= (1). |
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