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