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

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Listed author(s):
  • Li-Hui Chen

    ()

  • Tsuei-Yang Guo

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11135-010-9403-z
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    Article provided by Springer in its journal Quality & Quantity.

    Volume (Year): 45 (2011)
    Issue (Month): 4 (June)
    Pages: 911-922

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    Handle: RePEc:spr:qualqt:v:45:y:2011:i:4:p:911-922
    DOI: 10.1007/s11135-010-9403-z
    Contact details of provider: Web page: http://www.springer.com

    Order Information: Web: http://www.springer.com/economics/journal/11135

    Keywords: Financial crisis; Z-Score value; Grey Markov forecasting model; Short-term forecast;

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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. A. W. Coats, 1996. "Introduction," History of Political Economy, Duke University Press, vol. 28(5), pages 3-11, Supplemen.
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    Cited by:

    1. 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.
    2. repec:eee:energy:v:132:y:2017:i:c:p:269-279 is not listed on IDEAS

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