Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
Year of publication: |
2014-06-05
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Authors: | Shiryaev, Albert N. ; Zhitlukhin, Mikhail N. ; Ziemba, Bill ; Ziemba, William T. |
Institutions: | London School of Economics (LSE) |
Subject: | bubble | change point detection | bond-stock model | Nikkei stock average | golf course membership index |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SRC Discussion Series, SRC Discussion Paper No 20 27 pages |
Classification: | G10 - General Financial Markets. General ; G15 - International Financial Markets |
Source: |
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Hillebrand, Eric, (2006)
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The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection
Hillebrand, Eric, (2004)
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Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals
Noussair, Charles, (2008)
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When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model
Shiryaev, Albert N., (2013)
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How to lose money in derivatives: examples from hedge funds and bank trading departments
Ziemba, Bill, (2014)
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Lleo, Sebastien, (2014)
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