Prediction of Credit Ratings and Default Probability:A Study for Taiwan Equity Markets

碩士 === 國立交通大學 === 財務金融研究所 === 94 === The aim of this study is to introduce an alternative method for the prediction of credit rating and default probability. Following the concept of combining forecast proposed by Kamstra and Kennedy (1998), the method of combining forecasting technique is used in...

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Bibliographic Details
Main Authors: Lien Chan-Chien, 連詹建
Other Authors: Lee Cheng-Few
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/89717756320718546877