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| Tekijä: | Kahya, E. Theodossiou, P. |
| Otsikko: | Predicting corporate financial distress: A time-series CUSUM methodology |
| Lehti: | Review of Quantitative Finance and Accounting
1999 : DEC, VOL. 13:4, p. 323-345 |
| Asiasana: | Time series Models |
| Vapaa asiasana: | Financial distress |
| Kieli: | eng |
| Tiivistelmä: | This paper develops a stationary financial distress model for NYSE and AMEX manufacturing and retailing firms based on the statistical methodology of time series Cumulative Sums (CUSUM). Tests performed show this model to be robust over time and to outperform similar models based on statistical methods of Linear Discriminant Analysis and Logit. |
SCIMA