Change-point analysis of asset price bubbles with power-law hazard function
Christopher Lynch and Benjamin Mestel
| Year of publication: |
2019
|
|---|---|
| Authors: | Lynch, Christopher ; Mestel, Benjamin |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 7, p. 1-24
|
| Subject: | Criticality | jump process | change point | financial bubble | power laws | Spekulationsblase | Bubbles | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzkrise | Financial crisis | CAPM | Finanzmarkt | Financial market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S021902491950033X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153466