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Some properties of periodically collapsing bubbles

โœ Scribed by Gawon Yoon


Book ID
116424393
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
178 KB
Volume
29
Category
Article
ISSN
0264-9993

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๐Ÿ“œ SIMILAR VOLUMES


Detecting periodically collapsing bubble
โœ Stephen G. Hall; Zacharias Psaradakis; Martin Sola ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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