Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
Li Lin and Didier Sornette
| Year of publication: |
2013
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|---|---|
| Authors: | Lin, Li ; Sornette, Didier |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 5/6, p. 344-365
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| Subject: | bubble | super-exponential regime | rational expectation | critical time | finite-time-singularity | Spekulationsblase | Bubbles | Rationale Erwartung | Rational expectations | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Zeit | Time |
| 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/10010243610