Los puntos clave no están disponibles para este artículo en este momento.
Trade journals and the popular press have suggested that the COVID-19 pandemic precipitated a second “retail apocalypse.” The current study tests whether pre-pandemic data can be used to predict COVID-19 retail firm bankruptcies using a chaos-based model. This study successfully uses a chaos statistic calculated from stock market time-series returns for pair-match retail firms prior to the pandemic to predict bankruptcies occurring shortly afterwards.
Campbell et al. (Sun,) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: