The Application of Proportional Hazard Model and CUSUM Model in Constructing Finance Warning System -The Public Listed Companies as an Example
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 91 === This article tends to examine the bankruptcy of listed companies in Taiwan. Financial data from 1995 to 2002 are collected for empirical analysis. We employ the proportional hazard model (PHM) and the cumulative sum model (CUSUM) to predict the likelihood of bu...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/juvv68 |