The Examination of KMV’s Default Point by Threshold Regression Model
碩士 === 國立暨南國際大學 === 財務金融學系 === 98 === This paper examines whether the corporation’s default point is different from KMV model without the default distribution. First, we adopt Probit regression model and Merton option model to estimate the past expected default points and then exam these default poi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65548807564290761264 |