This paper addresses the problem of testing for the presence of a stochastic bubble in a time series in the case that the bubble is periodically collapsing so that the asset price keeps returning to the level implied by the market fundamentals. As this is essentially a problem of identifying the col
β¦ LIBER β¦
A simple procedure for detecting periodically collapsing rational bubbles
β Scribed by Zacharias Psaradakis; Martin Sola; Fabio Spagnolo
- Book ID
- 117332057
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 99 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0165-1765
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Detecting periodically collapsing bubble
β
Stephen G. Hall; Zacharias Psaradakis; Martin Sola
π
Article
π
1999
π
John Wiley and Sons
π
English
β 143 KB
A simple procedure for detecting protein
β
P. Locci; A. Caruso; M. A. Bodo; P. Carinci
π
Article
π
1973
π
Springer
π
English
β 186 KB
A simple procedure for detecting protein
β
Ivor Tittawella
π
Article
π
1989
π
John Wiley and Sons
π
English
β 523 KB
A subroutine and procedure for the rapid
β
P.R. Graves-Morris; D.E. Roberts
π
Article
π
1984
π
Elsevier Science
π
English
β 50 KB
A subroutine and procedure for the rapid
β
P.R. Graves-Morris; D.E. Roberts
π
Article
π
1975
π
Elsevier Science
π
English
β 349 KB
Operating systenv DES 2 Nature of physical problem These approximants may be applied for resummation of the Programminglanguage used: ALGOL 60 perturbation series with two interaction hamiltonians, e.g., High speed storage required: 5000 words that in potential scattering given by the sum of an attr
A simple procedure for the detection of
β
J. Stano; P. KovΓ‘cs; I. Ε afaΕΓk; D. KΓ‘koniovΓ‘; M. Ε afaΕΓkovΓ‘
π
Article
π
1997
π
Springer Netherlands
π
English
β 147 KB