Is it so bad that we cannot recognize black swans?-Reference-Cited by-同舟云学术

Is it so bad that we cannot recognize black swans?

Published:2012-12 Issue:3 Volume:117 Page:563-565
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Aleskerov Fuad,Egorova Lyudmila

Funder

NRU HSE

NRU HSE Science Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference5 articles.

1. Aleskerov, F., Egorova, L., 2010. Is it so bad that we cannot recognize black swans? Moscow, Higher School of Economics. WP7/2010/03.

2. An Introduction to Probability Theory and its Applications, Vols. 1 and 2;Feller,1991

3. Time Series Analysis;Hamilton,1994

4. Hammond, P., 2010. Adapting to the entirely unpredictable: black swans, fat tails, aberrant events, and hubristic models, University of Warwick. http://www2.warwick.ac.uk/fac/soc/economics/research/centres/eri/bulletin/2009-10-1/hammond/ (30.09.10).

5. The Black Swans;Taleb,2008

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