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Standard Deviation Correlation Variation as a Measure of an Impending Market Crash

https://doi.org/10.2139/ssrn.1312205
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-349-95810-8_888openalex-extracted
National University of Singapore (NUS)
inferredcites →https://doi.org/10.1016/0261-5606(96)00028-9openalex-extracted
A note on cointegration and international capital market efficiency
inferredcites →https://doi.org/10.1016/0304-3932(92)90025-wopenalex-extracted
Common stochastic trends in international stock markets
inferredcites →https://doi.org/10.1016/0304-405x(87)90026-2openalex-extracted
Expected stock returns and volatility
inferredcites →https://doi.org/10.1016/j.jfi.2010.03.003openalex-extracted
Measuring Closing Price Manipulation
inferredcites →https://doi.org/10.1016/s0304-3878(01)00172-9openalex-extracted
Volatility dependence and contagion in emerging equity markets
inferredcites →https://doi.org/10.1016/s1569-3767(07)00009-xopenalex-extracted
Chapter 9 Evidence of bubbles in the Malaysian stock market
inferredcites →https://doi.org/10.1080/09603100110050743openalex-extracted
Testing for cointegration between international stock prices
inferredcites →https://doi.org/10.1080/09603100210161965openalex-extracted
Stock market integration and financial crises: the case of Asia
inferredcites →https://doi.org/10.1080/0960310042000211597openalex-extracted
An examination of financial integration for the group of seven (G7) industrialized countries using an I() cointegration model
inferredcites →https://doi.org/10.1080/0960310042000280465openalex-extracted
International portfolio diversification to Central European stock markets
inferredcites →https://doi.org/10.1093/ww/9780199540884.013.u39238openalex-extracted
Weinstock, Baron, (Arnold Weinstock) (29 July 1924–23 July 2002)
inferredcites →https://doi.org/10.1214/07-aap460openalex-extracted
Estimating correlation from high, low, opening and closing prices
inferredcites →https://doi.org/10.2139/ssrn.1312208openalex-extracted
Calculating Stock Market Index Closing Value Using Risk Function Curve Equation, Logistic, B-Spline Curve and Polar Conversion Techniques
inferredcites →https://doi.org/10.2139/ssrn.796189openalex-extracted
Time-Varying World Market Integration
inferredcites →https://doi.org/10.2307/1913236openalex-extracted
Co-Integration and Error Correction: Representation, Estimation, and Testing
inferredcites →https://doi.org/10.2307/2329414openalex-extracted
Time-Varying World Market Integration
inferredcites →https://doi.org/10.3386/w3612openalex-extracted
Was there a bubble in the 1929 Stock Market?
inferredcites →https://doi.org/10.5089/9781451864724.001openalex-extracted
Political Instability and Inflation Volatility
inferredcites →https://doi.org/10.7551/mitpress/1120.003.0071openalex-extracted
Gaussian Process Regression with Mismatched Models
inferredcites →https://doi.org/10.1093/rfs/3.1.77openalex-snapshot
Stock Volatility and the Crash of '87
inferredcites →https://doi.org/10.3386/w2446openalex-snapshot
Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence
inferredcites →https://doi.org/10.3386/w8506openalex-snapshot
Volatility Dependence and Contagion in Emerging Equity Markets

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inferred← citeshttps://doi.org/10.2139/ssrn.1336937openalex-extracted
Interest Rate Interdependencies and Business Cycle Fluctuations
inferred← citeshttps://doi.org/10.2139/ssrn.1435352openalex-extracted
Using P-Values from Regression Analysis as a Measured Approach for Stochastic Determinant of Monthly Index Cycle Fluctuations
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