21 citations to https://www.mathnet.ru/rus/qf2
  1. 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  crossref
  2. Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017  crossref
  3. 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  crossref
  4. M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52  mathnet  crossref
  5. А. Л. Суворикова, В. Г. Спокойный, “Многоуровневый подход к обнаружению разладок”, Теория вероятн. и ее примен., 61:4 (2016), 774–804  mathnet  crossref  isi  scopus; A. L. Suvorikova, V. G. Spokoiny, “Multiscale approach for change point detection”, Theory Probab. Appl., 61:4 (2017), 665–691  mathnet  crossref
  6. Mark Davis, Sébastien Lleo, “A simple procedure to incorporate predictive models in a continuous time asset allocation”, Quantitative Finance Letters, 4:1 (2016), 40  crossref
  7. R. A. Jarrow, “Asset Price Bubbles”, Annual Review of Financial Economics, 7, 2015, 201–218  crossref  isi  scopus
  8. 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  crossref
  9. Sebastien Lleo, William T. Ziemba, “Can Warren Buffett Also Predict Equity Market Downturns?”, SSRN Journal, 2015  crossref
  10. Sebastien Lleo, William T. Ziemba, “How to Lose Money in the Financial Markets: Examples from the Recent Financial Crisis”, SSRN Journal, 2014  crossref
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