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Forecasting financial crises for an enterprise by using the Grey Markov forecasting model

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  • Li-Hui Chen
  • Tsuei-Yang Guo

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  • Li-Hui Chen & Tsuei-Yang Guo, 2011. "Forecasting financial crises for an enterprise by using the Grey Markov forecasting model," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(4), pages 911-922, June.
    • Handle: RePEc:spr:qualqt:v:45:y:2011:i:4:p:911-922
    DOI: 10.1007/s11135-010-9403-z
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    References listed on IDEAS

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    1. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996. "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 74(1), pages 3-30, September.
    2. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    3. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
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    Cited by:

    1. Jinli Duan & Feng Jiao & Qishan Zhang & Zhibin Lin, 2017. "Predicting Urban Medical Services Demand in China: An Improved Grey Markov Chain Model by Taylor Approximation," IJERPH, MDPI, vol. 14(8), pages 1-12, August.
    2. Peng, Gongzhuang & Wang, Hongwei & Song, Xiao & Zhang, Heming, 2017. "Intelligent management of coal stockpiles using improved grey spontaneous combustion forecasting models," Energy, Elsevier, vol. 132(C), pages 269-279.
    3. Zaiwu Gong & Caiqin Chen & Xinming Ge, 2014. "Risk prediction of low temperature in Nanjing city based on grey weighted Markov model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 71(2), pages 1159-1180, March.

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