A three-regime model of speculative behaviour : modelling the evolution of the S&P 500 composite index
Year of publication: |
2005
|
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Authors: | Brooks, Chris ; Katsaris, Apostolos |
Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 115.2005, 505, p. 767-797
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Subject: | Aktienindex | Stock index | Spekulation | Speculation | Spekulationsblase | Bubbles | Schätzung | Estimation | Theorie | Theory |
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