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行业与区域的企业财务危机预警模型比较研究
A Comparative Research of Early-warning Models of Financial Distress for Companies of Different Industries and Regions
【摘要】 本文运用多元判别模型、Logit模型、主成分模型,对不同行业和地区的企业进行财务危机预警研究,进而分析判别准确率的差异。同时,对预警模型的指标选择和不同类型危机的预警判别进行了比较分析。本文研究生成的预警模型可以提供给商业银行进行风险度量使用。
【Abstract】 This paper conducts an early-warning research of company’s financial distress in different industries and regions by making use of the multiple discriminate analysis model,Logit model and principal component analysis model.It analyzes the discretion accuracy of the early-warning models,the parameter selection of different models and the early-warning discrimination of different types of financial distress.The models presented can be used for credit risk measurement for commercial banks.
【关键词】 财务危机;
多元判别分析法;
Logit回归;
主成分分析;
行业;
地区;
【Key words】 financial distress; multiple discriminate analysis; Logit regression; principal component analysis; industry; region;
【Key words】 financial distress; multiple discriminate analysis; Logit regression; principal component analysis; industry; region;
- 【文献出处】 金融理论与实践 ,Financial Theory & Practice , 编辑部邮箱 ,2007年05期
- 【分类号】F275;F224
- 【被引频次】6
- 【下载频次】332