Hierarhični linearni strukturni model ter njegova uporaba pri modeliranju verjetnosti propada podjetja : magistrsko delo

Hvalica, Ana (author), Omladič, Matjaž (mentor)

• Language: Slovenian
• Keywords: kreditna analiza, linearni strukturni model, hierarhični linearni strukturni model, težave multikolinearnosti, modeliranje verjetnosti propada podjetja, indeks Russell 3000, napovedni model
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [A. Hvalica]
• Year: 2015
• Number of pages: VI, 46 f.
• PID: 20.500.12556/RUL-96806
• UDC: 519.22
• COBISS.SI-ID: 17411673
• Publication date in RUL: 16.10.2017

Secondary language

• Language: English
• Title: Hierarchical structural equation model for the estimation of default probabilities
• Keywords: credit analysis, structural equation model, hierarchical structural equation model, multicollinearity problems, estimation of default probabilities, Rusell 3000 index, predictive modelling