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电力行业上市公司财务预警Logit模型实证研究
引用本文:陈士龙.电力行业上市公司财务预警Logit模型实证研究[J].孝感学院学报,2011,31(3):82-84.
作者姓名:陈士龙
作者单位:长江大学一年级教学工作部,湖北荆州,434000
摘    要:运用因子分析方法,得到反映上市公司经营状况的综合指标,以此为变量建立Logit财务预警模型。模型及参数均通过Wald检验,预报准确率令人满意,对证券投资及企业经营活动监控具有指导意义。

关 键 词:因子分析  主成分法  财务预警  Logit模型

A Case Study on the Logit Model of Financial Early Warning System for Power Companies
Chen Shilong.A Case Study on the Logit Model of Financial Early Warning System for Power Companies[J].JOURNAL OF XIAOGAN UNIVERSITY,2011,31(3):82-84.
Authors:Chen Shilong
Institution:Chen Shilong(Department of Freshman Education,Yangtze University,Jingzhou,Hubei 434000,China)
Abstract:This paper deals with the making of Logit model for financial early warning system,through a factor analysis to obtain the composite index,used as variables,reflecting the business situation of the company on the market.The model and its parameters are examined with Wald tests,with a satisfactory accuracy,which is valuable to the monitoring of stock market investment and business activities.
Keywords:factor analysis  principal component analysis  financial early warning  Logit model  
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