Stock market crashes in 2007–2009: were we able to predict them?

DOI10.1080/14697688.2012.709791zbMath1279.91192OpenAlexW3126105236MaRDI QIDQ2873541

Sébastien Lleo, William T. Ziemba

Publication date: 24 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2012.709791

zbMATH Keywords

bond stock earnings yield differential modelstudy of stock market crashes

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (3)

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Cites Work

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