21 citations to https://www.mathnet.ru/rus/qf2
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Yang Hu, Les Oxley, “Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s”, Journal of the Japanese and International Economies, 50 (2018), 89
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Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017
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Sébastien Lleo, William T. Ziemba, “Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?”, Financial Market, 26:2 (2017), 61
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M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52
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А. Л. Суворикова, В. Г. Спокойный, “Многоуровневый подход к обнаружению разладок”, Теория вероятн. и ее примен., 61:4 (2016), 774–804 ; A. L. Suvorikova, V. G. Spokoiny, “Multiscale approach for change point detection”, Theory Probab. Appl., 61:4 (2017), 665–691
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Mark Davis, Sébastien Lleo, “A simple procedure to incorporate predictive models in a continuous time asset allocation”, Quantitative Finance Letters, 4:1 (2016), 40
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R. A. Jarrow, “Asset Price Bubbles”, Annual Review of Financial Economics, 7, 2015, 201–218
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Sébastien Lleo, William T. Ziemba, “Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world”, International Journal of Forecasting, 31:2 (2015), 399
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Sebastien Lleo, William T. Ziemba, “Can Warren Buffett Also Predict Equity Market Downturns?”, SSRN Journal, 2015
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Sebastien Lleo, William T. Ziemba, “How to Lose Money in the Financial Markets: Examples from the Recent Financial Crisis”, SSRN Journal, 2014