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

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  • Li-Hui Chen

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  • Tsuei-Yang Guo

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Abstract

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Suggested Citation

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