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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| Format: | Article |
| Language: | English |
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MDPI AG
2022-12-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/25/1/70 |