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Improving the Process of Early-Warning Detection and Identifying the Most Affected Markets: Evidence from Subprime Mortgage Crisis and COVID-19 Outbreak—Application to American Stock Markets
Stock-market-crash predictability is of particular interest in the field of financial time-series analysis. Famous examples of major stock-market crashes are the real-estate bubble in 2008 and COVID-19 in 2020. Several studies have studied the prediction process without taking into consideration whi...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9858293/ https://www.ncbi.nlm.nih.gov/pubmed/36673210 http://dx.doi.org/10.3390/e25010070 |