5 citations · 5 across the 1 of their papers we have counts for
2 papers
q-fin.MF2020
Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets
Peiwan Wang, Lu Zong
The study efforts to explore and extend the crisis predictability by synthetically reviewing and comparing a full mixture of early warning models into two constitutions: crisis ide…
econ.EM2019★ 5 cited
An Integrated Early Warning System for Stock Market Turbulence
Peiwan Wang, Lu Zong, Ye Ma
This study constructs an integrated early warning system (EWS) that identifies and predicts stock market turbulence. Based on switching ARCH (SWARCH) filtering probabilities of the…