Periodically collapsing Evans bubbles and stock-price volatility
Benedikt Rotermann; Bernd Wilfling
| Year of publication: |
2014
|
|---|---|
| Authors: | Rotermann, Benedikt ; Wilfling, Bernd |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 3, p. 383-386
|
| Subject: | Present-value model | Evans bubble | Conditional volatility | Particle-filter estimation | Volatilität | Volatility | Spekulationsblase | Bubbles | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Schätztheorie | Estimation theory |
| 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/10010401222