Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10009723028
We propose a modeling framework which allows for creating probability predictions on a future market crash in the medium term, like sometime in the next five days. Our framework draws upon noticeable similarities between stock returns around a financial market crash and seismic activity around...
Persistent link: https://www.econbiz.de/10010358831
Persistent link: https://www.econbiz.de/10000986130