On a Non-linear Risk Analysis for Stock Market Indexes

Kenjiro Suzuki (), Yasunori Okabe () and Takaaki Fujii ()

Asia-Pacific Financial Markets, 2006, vol. 13, issue 3, 235-258

Keywords: Stock market crashes; KM 2 O-Langevin equation; Test(ABN); Abnormality graph; Stationarity graph; Risk graph (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10690-007-9043-z

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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