An Analysis of Option Pricing Model Prediction Power: Comparison with Z Score
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === This paper examines the prediction power between Z-score (Z) and Option pricing model (Distance to Default, DD) over 1990 to 2002 by US listed company data. In order to figure out the internet bubble effect, the firm-year observation values are divided by differ...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81187104803241736407 |