A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Kazumi Asako; Zhentao Liu
| Year of publication: |
2013
|
|---|---|
| Authors: | Asako, Kazumi ; Liu, Zhentao |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 7, p. 2639-2651
|
| Subject: | Financial market | Speculative bubble | Bayesian recursive estimation | Crash | Spekulationsblase | Bubbles | USA | United States | Japan | China | Aktienmarkt | Stock market | Spekulation | Speculation | Finanzkrise | Financial crisis | Finanzmarkt | Theorie | Theory | Börsenkurs | Share price | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760568