Exploiting Spillovers to Forecast Crashes
Erik Kole () and
Philip Hans Franses
Journal of Forecasting, 2017, vol. 36, issue 8, 936-955
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Working Paper: Exploiting Spillovers to forecast Crashes (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:36:y:2017:i:8:p:936-955
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