Financial Bubbles Analysis with a Cross-Sectional Estimator

We highlight a very simple statistical tool for the analysis of financial bubbles, which has already been studied in [1]. We provide extensive empirical tests of this statistical tool and investigate analytically its link with stocks correlation structure

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Year of publication:	2009
Authors:	Abergel, Frederic
Other Persons:	Huth, Nicolas (contributor) ; Muni Toke, Ioane (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Spekulationsblase \| Bubbles \| Schätztheorie \| Estimation theory \| Finanzmarkt \| Financial market \| Schätzung \| Estimation

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Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 16, 2009 erstellt
Other identifiers:	10.2139/ssrn.1474612 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013156309