摘要
本文运用Logistic模型对房地产行业的信贷违约风险进行评估和预测,并对模型的拟合优度进行了检验,论证了该模型的实用性和准确性,得出房地产行业具有特殊的信贷风险特征的结论,并指出除财务指标外,宏观经济指标也是影响我国房地产公司信用风险的重要因素。
Based on the Logistic model,this paper uses the maximum likelihood estimation method to estimate the parameters,and assesses and predicts the credit default risk in real estate industry,and makes a goodness-of-fit test to this model. The conclusion is that the real estate industry has special credit risk features.
出处
《技术经济》
2010年第3期65-68,78,共5页
Journal of Technology Economics
