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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