𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A simple procedure for detecting periodically collapsing rational bubbles

✍ 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.


πŸ“œ SIMILAR VOLUMES


Detecting periodically collapsing bubble
✍ Stephen G. Hall; Zacharias Psaradakis; Martin Sola πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 143 KB

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

A subroutine and procedure for the rapid
✍ P.R. Graves-Morris; D.E. Roberts πŸ“‚ Article πŸ“… 1975 πŸ› Elsevier Science 🌐 English βš– 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