@article{publication-5969,
	author={Gençay, Ramazan and Gradojevic, Nikola},
	doi={10.1016/j.jempfin.2009.09.006},
	issn={0927-5398},
	journal={Journal of Empirical Finance},
	number=2,
	pages={270-282},
	publisher={Elsevier},
	title={Crash of '87 - Was it expected?: Aggregate market fears and long-range dependence},
	volume=17,
	year=2010,
}