臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：臺灣企業財務危機因子的實證研究
書刊名：臺灣金融財務季刊
作者：黃瑞卿 引用關係／吳中書／林金龍 引用關係／蕭兆祥
作者(外文)：Hwang, Ruey-ching／Wu, Chung-shu／Lin, Jin-lung／Siao, Jhao-siang
出版日期：2012
卷期：13:4
頁次：頁55-77
主題關鍵詞：強度函數；期望-最大化演算法；擴大滾動視窗方法；脆弱因子；Intensity function；Expectation-maximization algorithm；Expanding rolling window approach；Frailty factor
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:21
期刊論文
1.Clayto, D. G.(1978)。A Model for Association in Bivariate Life-Tables and its Application in Epidemiological Studies of Chronic Disease Incidence。Biometrika，65(1)，141-151。  new window
2.Cohe, R. B、Polk C.、Vuolteenah, T.(2003)。The Value Spread。Journal of Finance，58(2)，609-641。  new window
3.Klei, J. P.(1992)。Semiparametric Estimation of Random Effects Using the Cox Model Based on the EM Algorithm。Biometrics，48(3)，795-806。  new window
4.Leonardi, D、Rocc, R.(2008)。Assessing the Default Risk by Means of a Discrete-Time Survival Analysis Approach。Applied Stochastic Models in Business and Industry，24(4)，291-306。  new window
5.McNei, A.、Wendi, J.(2007)。Bayesian Inference for Generalized Linear Mixed Models of Portfolio Credit Risk。Journal of Empirical Finance，14(2)，131-149。  new window
6.Nielse, G. G.、Gill, R. D.、Andersen, P. K.、Sorense, T. I. A.(1992)。A Counting Process Approach to Maximum Likelihood Estimation in Frailty Models。Scandinavian Journal of Statistics,，19(1)，25-43。  new window
7.Ohlso, J.(1980)。Financial Ratios and the Probabilistic Prediction of Default。Journal of Accounting Research，18(1)，109-131。  new window
8.Chav, S.、Stefanescu, C.、Turnbull, S.(2011)。Modeling the Loss Distribution。Management Science，57(7)，1267-1287。  new window
9.Hillegeist, S. A.、Keating, E. K.、Cram, D. P.、Lundstedt, K. G.(2004)。Assessing the Probability of Bankruptcy。Review of Accounting Studies，9(1)，5-34。  new window
10.Campbell, J. Y.、Hilscher, J.、Szilagyi, J. A. N.(2008)。In Search of Distress Risk。The Journal of Finance，63(6)，2899-2939。  new window
11.Das, S. R.、Duffie, D.、Kapadia, N.、Saita, L.(2007)。Common failings, How corporate defaults are correlated?。Journal of Finance，62(1)，93-117。  new window
12.Duffie, D.、Saita, L.、Wang, K.(2007)。Multi-Period Corporate Default Prediction With Stochastic Covariates。Journal of Financial Economics，83(3)，635-665。  new window
13.Duffie, D.、Eckner, A.、Horel, G.、Saita, L.(2009)。Frailty correlated default。Journal of Finance，64(5)，2089-2123。  new window
14.Gordy, Michael B.(2000)。A Comparative Anatomy of Credit Risk Models。Journal of Banking & Finance，24，119-149。  new window
15.Jorion, Philippe、Zhang, Gaiyan(2007)。Good and Bad Credit Contagion: Evidence from Credit Default Swaps。Journal of Financial Economics，84(3)，860-883。  new window
16.Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance，23(4)，589-609。  new window
17.Zmijewski, Mark E.(1984)。Methodological Issues Related to the Estimation of Financial Distress Prediction Models。Journal of Accounting Research，22(Supplement)，59-82。  new window
18.Shumway, T.(2001)。Forecasting Bankruptcy More Accurately: A Simple Hazard Model。The Journal of Business，74(1)，101-124。  new window
19.Davis, James L.、Fama, Eugene F.、French, Kenneth R.(2000)。Characteristics, Covariances, and Average Returns: 1929 to 1997。The Journal of Finance，55(1)，389-406。  new window
20.Lang, L. H. P.、Stulz, R. M.(1992)。Contagion and Competitive Intra-Industry Effects of Bankruptcy Announcements: An Empirical Analysis。Journal of Financial Economics，32(1)，45-60。  new window
21.Bharath, S .T.、Shumway, T.(2008)。Forecasting Default with the Merton Distance to Default Model。Review of Financial Studies，21(3)，1339-1369。  new window
研究報告
1.Gord, M.、Howell, B.(2006)。Procyclicality in Basel II: Can We Treat the Disease without Killing the Patient?。Federal Reserve Board。  new window
2.Vasicek, O.(1991)。Limiting loan loss probability distribution。San Francisco：KMV Corporation。  new window
3.The Basel Committee on Banking Supervision(2005)。Studies on the Validation of Internal Rating Systems (計畫編號：14)。Bank for International Settlements。  new window
圖書
1.Cox, D. R.、Oakes, D.(1984)。Analysis of Survival Data。The Chapman and Hall Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：1187（臺灣：1171，外國：16） ／ 本年度總使用人次：2042760 ／ 訪客人次（自102年09月）：67856851
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上