IDEAS home Printed from https://ideas.repec.org/a/spr/qualqt/v45y2011i4p911-922.html
   My bibliography  Save this article

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

Author

Listed:
  • Li-Hui Chen

    ()

  • Tsuei-Yang Guo

    ()

Abstract

No abstract is available for this item.

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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11135-010-9403-z
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:qualqt:v:45:y:2011:i:4:p:911-922. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.