Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
Year of publication: |
2010
|
---|---|
Authors: | Jiang, Zhi-qiang ; Zhou, Wei-xing ; Sornette, Didier ; Woodard, Ryan ; Bastiaensen, Ken |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 74.2010, 3, p. 149-162
|
Subject: | Finanzkrise | Financial crisis | Spekulationsblase | Bubbles | Rationale Erwartung | Rational expectations | Herdenverhalten | Herding | Einheitswurzeltest | Unit root test | Schätzung | Estimation | China | 2005-2007 | 2008-2009 |
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