Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis.

Steven Kou Cindy Yu Haowen Zhong

Published in: Manag. Sci. (2017)

Keyphrases

bayesian analysis
financial crisis
financial data
early warning
computationally feasible
stock market
game theory
sustainable development
convertible bonds
decision making
lower bound
search space
information extraction
response time
exchange rate