| 基于多元统计的上市公司财务预警研究 |
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| 引用本文： | 潘海峰.基于多元统计的上市公司财务预警研究[J].安庆师范学院学报(自然科学版),2012,18(4):32-37. |
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| 作者姓名： | 潘海峰 |
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| 作者单位： | 安徽工程大学数理学院,安徽芜湖,241000 |
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| 基金项目： | 安徽工程大学青年基金重点项目(2008YQ026zd);教育部人文社会科学研究规划基金项目(12YJA790041);安徽省自然科学基金项目(1208085MG116)资助 |
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| 摘 要： | 伴随我国市场经济体制改革的深化和资本市场的快速发展,企业发生财务危机甚至破产的情形越来越多,因此及时准确地对财务危机进行检测及预报已成为上市公司重点关注的问题之一。运用因子分析、聚类分析和判别分析等多元统计分析方法,构建三种上市公司的财务预警模型,选取我国证券市场的30家样本公司,进行实证研究,结果表明判别分析模型具有最优的预警效果。
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| 关 键 词： | 因子分析 聚类分析 判别分析 财务预警 |
Research of Financial Warning of Listed Companies Based on Multivariate Statistics |
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| PAN Hai-feng.Research of Financial Warning of Listed Companies Based on Multivariate Statistics[J].Journal of Anqing Teachers College(Natural Science Edition),2012,18(4):32-37. |
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| Authors: | PAN Hai-feng |
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| Institution: | PAN Hai-feng(School of Math.& Phy.,Anhui Polytechnic University,Wuhu,Anhui 241000,China) |
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| Abstract: | With the deep of reformation on economic system and the development of capital market,more and more financial crisis and bankrupt enterprises are breaking out.It becomes an important component of listed companies to test and forecast financial risks.Based on factor analysis,cluster analysis and discriminant analysis,this paper establishes three financial warning models of listed companies,and makes empirical research of 30 companies in China's market.The results show that the discriminant analysis model has the best warning effect. |
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| Keywords: | factor analysis cluster analysis discriminant analysis financial warning |
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