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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/03229515510446162397 |