论文摘要
This paper mainly build boundary-logistic model whose boundary factors are normally distributed and study the credit risk of listed companies in China.The advantage of boundary factors obey normal distribution is proved theoretically,parameter estimation and goodness of fit test were performed on the model.In the empirical study,micro data of 30 listed companies were selected as research objects,and it proved that the modified boundary-logistic model has significant boundary effect and can eliminate gray area,this method,to some degree,could improved accuracy.
论文目录
文章来源
类型: 国际会议
作者: Jialin Su,Gaofei Cao,Fengling Tang
来源: 2019计算智能、工程与信息技术世界大会 2019-06-29
年度: 2019
分类: 基础科学,经济与管理科学
专业: 数学,企业经济,金融,证券,投资
单位: Xijing University,Xi'an Traffic Enginering Institute
分类号: F832.51;F275;O212
DOI: 10.26914/c.cnkihy.2019.048662
页码: 108-114
总页数: 7
文件大小: 257k
下载量: 4