The financial crisis of 2007-2008 has caused severe economic andpolitical consequences over the world. An interesting question from this crisis is whether or to what extent such sharp changes or structuralbreaks in the market can be explained by economic and market fundamentals.To address this issue, we consider a model that extracts the informa...
Creator:
Xing, Haipeng (State University of New York, Stony Brook (SUNY))
Created:
2018-02-21
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.