Failing to forecast rare events
Year of publication: |
2021
|
---|---|
Authors: | Bond, Philip ; Dow, James |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 142.2021, 3, p. 1001-1016
|
Subject: | Bid ask spread | Black swan | Information production | Rare event | Börsenkurs | Share price | Ausreißer | Outliers | Risikoprämie | Risk premium | Prognose | Forecast |
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