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

Sebastien Lleo and William T. Ziemba

Quantitative Finance, 2012, vol. 12, issue 8, 1161-1187

Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://hdl.handle.net/10.1080/14697688.2012.709791 (text/html)
Access to full text is restricted to subscribers.

Related works:
Chapter: Stock market crashes in 2007–2009: were we able to predict them? (2024)
Chapter: STOCK MARKET CRASHES IN 2007–2009: WERE WE ABLE TO PREDICT THEM? (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:quantf:v:12:y:2012:i:8:p:1161-1187

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RQUF20

DOI: 10.1080/14697688.2012.709791

Access Statistics for this article

Quantitative Finance is currently edited by Michael Dempster and Jim Gatheral

More articles in Quantitative Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().