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基于多元回归分析的财务危机预警研究
引用本文:李品芳,周兆明,陈帅.基于多元回归分析的财务危机预警研究[J].同济大学学报(自然科学版),2006,34(5):701-706.
作者姓名:李品芳  周兆明  陈帅
作者单位:1. 同济大学,经济与管理学院,上海,200092
2. 同济大学,交通运输学院,上海,200092
摘    要:结合国内外有关研究,运用多元逻辑回归分析方法,借助于Logistic分析工具,导入2002年在沪上市的上市公司财务数据,选取两类(ST和非ST)上市公司的37个财务指标为样本,建立了财务危机预警模型,并对所建模型的创新和不足之处进行了探讨.

关 键 词:财务危机  预警体系  多元回归分析方法  财务指标  预警模型
文章编号:0253-374X(2006)05-0701-06
收稿时间:11 12 2004 12:00AM
修稿时间:2004-11-12

Research on Financial Crisis Pre-warning Based on Multivariate Logistic
LI Pin fang,ZHOU Zhaoming,CHEN Shuai.Research on Financial Crisis Pre-warning Based on Multivariate Logistic[J].Journal of Tongji University(Natural Science),2006,34(5):701-706.
Authors:LI Pin fang  ZHOU Zhaoming  CHEN Shuai
Institution:1. School of Economics and Management, Tongji University, Shanghai 200092, China; 2. School of Transportation Engineering, Torsi University, Shanghai 200092, China
Abstract:Based on related research both at home and abroad,this paper adopts the method of Multivariate Logistic.With the input of financial data of the companies listed on the Stock Market of Shanghai in 2002,we took 37 financial indexes of two kinds(ST and not-ST) of companies as samples in order to build financial crisis pre-warning model.Later,efforts were also made to discuss the innovation and deficiency of the model.
Keywords:financial crisis  pre-warning system  multivariate method  financial index  pre-warning model
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