Interpreting financial market crashes as earthquakes : a new Early Warning System for medium term crashes
Year of publication: |
July 2015
|
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Authors: | Gresnigt, Francine ; Kole, Erik ; Franses, Philip Hans |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 56.2015, p. 123-139
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Subject: | Financial crashes | Hawkes process | Self-exciting process | Early Warning System | Frühwarnsystem | Early warning system | Finanzkrise | Financial crisis | Währungskrise | Currency crisis | Welt | World |
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