20840

Автор(ов): 

2

Параметры публикации
Тип публикации: 
Статья в журнале/сборнике
Название: 
Is it so bad that we cannot recognize black swans?
Наименование источника: 
Economics Letters
Обозначение и номер тома: 
Volume 117, Issue 3
Город: 
Амстердам
Издательство: 
Elsevier Science Publishing Company, Inc.
Год издания: 
2012
Страницы: 
563–565, http://dx.doi.org/10.1016/j.econlet.2012.04.078
Аннотация
We present processes on stock exchange as two random processes one of which reflects the regular regime of economy and the other one–crises. If regular processes are correctly recognized with the probability slightly higher than 1/2, this gives positive average gain to the player. We believe that this very phenomenon lies on the basis of unwillingness of people to expect crises permanently and to try recognizing them.
Библиографическая ссылка: 
Алескеров Ф.Т., Егорова Л.Г. Is it so bad that we cannot recognize black swans? // Economics Letters. 2012. Volume 117, Issue 3. С. 563–565, http://dx.doi.org/10.1016/j.econlet.2012.04.078.