Research of market crisis early warning method based on ARCH model

被引：0

作者：

Li, GF ^{[1
]}

Li, YL ^{[1
]}

机构：

[1] Harbin Inst Technol, Sch Management, Harbin 150001, Peoples R China

来源：

Proceedings of the 2005 International Conference on Management Science & Engineering (12th), Vols 1- 3 | 2005年

关键词：

ARCH model; crisis early warning; crisis management; index system;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The management environments of enterprises are complicated and changeable; the market competition is fierce day by day, too. It causes the uncertain factor to emerge in an endless stream; enterprises may meet the burst of crisis at any time. This text proceeds from ARCH model and theory of crisis management, set up the early warning index system of the crisis of enterprise's market, means to use quantity structure market police law in advance of crisis, by studying on laws of police in advance of market crisis, let enterprises be able to foresee the influence degree that the accident works to their own market clearly, make the corresponding response in time, reduce losses to the minimum.

引用

页码：1129 / 1133

页数：5

共 50 条

[1] Research on early warning of currency crisis based on MIMIC model
Mu XiaoYun
Zhang Wei
PROCEEDINGS OF INTERNATIONAL SYMPOSIUM ON STATISTICS AND MANAGEMENT SCIENCE 2010, 2010, : 298 - 302
[2] Research on model of early-warning of enterprise crisis based on entropy
Tang, Bao-Jun
Qiu, Wan-Hua
Sun, Xing
Kongzhi yu Juece/Control and Decision, 2009, 24 (01): : 113 - 117
[3] Study of Enterprises' Financial Crisis Early Warning Model Based on Pain Index Method
Xiao, Zhenhong
Wei, Xiulei
3RD INTERNATIONAL CONFERENCE ON INFORMATION SYSTEMS FOR CRISIS RESPONSE AND MANAGEMENT & 4TH INTERNATIONAL SYMPOSIUM ON GEO-INFORMATION FOR DISASTER MANAGEMENT, 2008, : 285 - 290
[4] A Research on the Corporate Crisis Early Warning Factors Based on the GRA
He, Zhengchu
ADVANCES IN BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, 2008, 5 : 846 - 850
[5] The research of enterprises crisis early warning based on Bayesian networks
Xu, Jianzhong
Ren, Jiasong
ISCRAM CHINA 2006: Proceedings of the First International Workshop on Information Systems for Crisis Response and Management, 2006, : 37 - 42
[6] Research on Identification and Early Warning Model for Track Slab Arch Based on Variation Characteristics of Longitudinal Irregularity
Yang, Fei
Zhao, Gang
You, Mingxi
Liang, Xuejiang
Jin, Haitao
Li, Dongsheng
Zhao, Gang (zhaogangjc@rails.cn), 2021, Science Press (43): : 106 - 116
[7] Financial System Crisis Early Warning Model Analysis Based on Neural Network with Entropy Method
Yan, Zhang
2018 INTERNATIONAL CONFERENCE ON ROBOTS & INTELLIGENT SYSTEM (ICRIS 2018), 2018, : 560 - 563
[8] The Research on Financial Crisis Early Warning of SMEs
Pan Haiying
Geng Yunzhi
Gu Chaochao
PROCEEDINGS OF THE 7TH (2015) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2015, : 456 - 459
[9] Research on Dynamic Early Warning System for Financial Crisis in Listed Company Based on Default Distance Model
Li, Zhang
Ding Shaofang
Bing, Tian
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, PTS 1 AND 2, 2008, : 717 - 721
[10] Research on the Early Warning Model of Quality Crisis in Product Requirements Identification Process
Liu, Shu-qing
Liu, Ning
PROCEEDINGS OF THE 22ND INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT: CORE THEORY AND APPLICATIONS OF INDUSTRIAL ENGINEERING (VOL 1), 2016, : 601 - 611

← 1 2 3 4 5 →