"Black Swans" and the financial crisis

Review of Pacific Basin Financial Markets and Policies

Volumn 15, Issue 2, 2012, Pages

  Marsh, Terry ^a   Pfleiderer, Paul ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Black swans; conditional S P returns; fat tails; financial crisis; model failure; unknown unknowns; VIX

Indexed keywords

FINANCIAL CRISIS; FINANCIAL MARKET; GLOBAL ECONOMY;

CYGNUS ATRATUS;

EID: 84863105872     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091512500087     Document Type: Article

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