The Dynamic Early Warning System in Taiwan Banking Industry―the Comparison of CUSUM and EWMA

碩士 === 嶺東技術學院 === 財務金融研究所 === 92 === This research tries to construct the dynamic early warning system of 35 domestic commercial banks from first quarter of 1997 to third quarter of 2003. Due to lack of problem bank sample, the factor analysis of 19 financial ratios based on CAMEL is used to measur...

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Bibliographic Details
Main Authors: Yuan-Chi Chen, 鄭元麒
Other Authors: Min-Lee Chan
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/03229515510446162397