A Study of Financial Distress Prediction Models-The Case of Companies Listed on TSE
碩士 === 國立交通大學 === 財務金融研究所 === 92 === For a long time many economists and accountants have been forecasting bankruptcy by single-period classification models, one set of independent variables for each firm, which Shumway (2001) refers to as static models, with multiple-period bankruptcy data. Shumway...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/437ky4 |