问题是从计量的角度去研究今年的三次股灾，有没有什么好的方向？,简单的描述是看了下今年6月来的券商研报，理论分析比较多，很多东西看上去很有道理，但是没有证实也似乎不能被证伪，能不能从计量，时间序列的纯模型角度去看待今年的股灾，做定量分析。比如借鉴多因子选股打分，做一个暴跌的多因素模型？欢迎探讨。,正文为给你几个例子 Impact of National Financial Regulation on Macroeconomic and Fiscal Performance after the 2007 Financial Shock Econometric Analyses Based on Cross-Country Data httpwww.economics-ejournal.orgeconomicsdiscussionpapers2013-26file An Econometric Chronology of the Financial Crisis of 2007-2008httpfaculty.som.yale.edugarygortondocumentsChronology4-28-15.pdf A Yield Spread Perspective on the Great Financial Crisis Break-Point Test Evidence httpsresearch.stlouisfed.orgwp20102010-026.pdf Econometric