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

Author:

Chen Li-Hui,Guo Tsuei-Yang

Publisher

Springer Science and Business Media LLC

Subject

General Social Sciences,Statistics and Probability

Reference16 articles.

1. Altman E.I.: Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. J. Finance 23(4), 589–609 (1968)

2. Baillie R.T., Bollerslev T., Mikkelsen H.O.: Fractionally integrated generalized autoregressive conditional heteroskedasticity. J. Econom. 74(1), 3–30 (1996)

3. Beaver W.H.: Financial ratios as predictors of failure. J. Account. Res. 4, 71–111 (1996)

4. Chen, L.H.: Constructing an interest-sensitive gap forecasting model for commercial banks and the application. A Doctoral Dissertation of Management Science Research Institute in MingChuan University, Taiwan, ROC (2001)

5. Chen L.H.: Grey predicting stock value response to bank merger announcement. J. Grey Syst. 15, 55–262 (2003)

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