Other Prediction Models for the Big Crashes Averaging −25%

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Chapter 5 in Stock Market Crashes:Predictable and Unpredictable and What to do About Them, 2017, pp 133-145 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In this chapter, we discuss and modify to predict better Warren Buffett’s value of the stock market to value of the economy prediction model as well as the Sotheby’s stock price prediction model that correctly called three large stock market crashes.

Keywords: Stock Market Crashes; Brexit; Trump; Financial Bubbles (search for similar items in EconPapers)
JEL-codes: F30 (search for similar items in EconPapers)
Date: 2017
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