Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 1996 Volumes: 11 Formats: kk Chang-Jin Kim ; Myung Jig Kim Transient fads and the crash of ′87 (replication data) Using a fad model with Markov-switching heteroscedasticity in both the fundamental and fad components (UC-MS model), this paper examines the possibility that the 1987 stock... TXT kk