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- W2495230804 abstract "This chapter is presenting the most contemporary crises following the 2008 credit crunch and small scale following crises. Our sample consists of five countries (Cyprus, Greece, Ireland, Portugal and Argentine respectively) hit by crisis during 2010's. The Early Warning System (EWS) proposed is the Extreme Value Model (EVA) used previously for natural disasters and irregular phenomena. Its major advantage compared to other binary models is its focus to the turbulence periods and their characteristics contrast to possible trend models which exclude them. The results show that EVA fits better forecast and it gave positive and calm signals than similar logit and probit models for all five cases examined." @default.
- W2495230804 created "2016-08-23" @default.
- W2495230804 creator A5053863959 @default.
- W2495230804 date "2016-01-01" @default.
- W2495230804 modified "2023-09-27" @default.
- W2495230804 title "Developing EWS Models for Contemporary Crises Using Extreme Value Binary Models" @default.
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- W2495230804 doi "https://doi.org/10.4018/978-1-4666-9484-2.ch016" @default.
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