A simple mechanism for financial bubbles : time-varying momentum horizon
L. Lin, M. Schatz and D. Sornette
| Year of publication: |
2019
|
|---|---|
| Authors: | Lin, Li ; Schatz, Michael ; Sornette, Didier |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 6, p. 937-959
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| Subject: | Financial bubbles | Finite-time-singularity | Momentum | Positive feedback | Quasi-likelihood | Time-horizon | Spekulationsblase | Bubbles | Anlageverhalten | Behavioural finance | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1540881 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194733