Forecasting financial crises for an enterprise by using the Grey Markov forecasting model
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References listed on IDEAS
- 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.
- Tom Doan, "undated". "RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results," Statistical Software Components RTZ00009, Boston College Department of Economics.
- A. W. Coats, 1996. "Introduction," History of Political Economy, Duke University Press, vol. 28(5), pages 3-11, Supplemen.
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- 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.
- repec:eee:energy:v:132:y:2017:i:c:p:269-279 is not listed on IDEAS
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KeywordsFinancial crisis; Z-Score value; Grey Markov forecasting model; Short-term forecast;
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