Work

Crash of '87 — Was it expected?

Year: 2009

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2009.09.006

Authors: Ramazan Gençay, Nikola Gradojevic

Institutions: Simon Fraser University, University of Novi Sad, Lakehead University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998802550

FWCI: 4.509

Cites: 28

Cited by: 25

Related to: 10