| 上市公司远期财务危机预测研究 |
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| 引用本文： | 彭寿康. 上市公司远期财务危机预测研究[J]. 数理统计与管理, 2005, 25(4): 105-110 |
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| 作者姓名： | 彭寿康 |
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| 作者单位： | 杭州商学院金融学院,杭州,310035 |
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| 基金项目： | 浙江省自然科学基金资助课题(批准号:702007) |
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| 摘 要： | 尽管各界对预测企业远期财务危机有着很大需求,该领域的研究一直被这个问题所困惑:究竟哪些指标含有预测企业远期财务危机的重要信息?本文利用财务报表时间序列数据和贝叶斯统计方法设计出了一个这样的指标,用该指标建立的上市公司财务危机预模型具有较高的远期预测正确率。
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| 关 键 词： | 财务危机 贝叶斯分析 预测 |
| 文章编号： | 1002-1566(2005)03-0105-06 |
| 修稿时间： | 2004-02-19 |
Models for Predicting Future Financilal Distress in Chinas Listed Companies |
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| PENG Shou-kang. Models for Predicting Future Financilal Distress in Chinas Listed Companies[J]. Application of Statistics and Management, 2005, 25(4): 105-110 |
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| Authors: | PENG Shou-kang |
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| Abstract: | Although there are many potential users of financial distress prediction models,researchers are puzzled by this problem:How to choose independent variables that will predict financial distress?In this article we have developed a probabillty model that can provide a important predictor variable.The empirical study shows models with this predictor variable has high prediction accuracy. |
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| Keywords: | Financial distress Bayesian analysis Prediction |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
