A study of financial distress prediction models:considering macroeconomic variables

碩士 === 國立交通大學 === 經營管理研究所 === 98 === In this paper, we use the discrete-time survival model, discrete-time Cox model, Logit model, and Probit model to predict the probability of financial distress for each firm. We use a set of variables, including market-driven variables, accounting ratios, and mac...

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Bibliographic Details
Main Authors: Li, Gau-Shu, 李國樞
Other Authors: Chou, Ray Yeu-Tien
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/33987317265628403690