Rational bubbles and the S&P 500 : an empirical approach
Óscar Martínez
| Alternative title: | Burbujas racionales y el S&P 500 |
|---|---|
| Year of publication: |
2021
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| Authors: | Martínez, Óscar |
| Published in: |
Revista latinoamericana de desarrollo económico. - La Paz : [Verlag nicht ermittelbar], ISSN 2309-9038, ZDB-ID 2131723-9. - Vol. 35.2021, p. 135-158
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| Subject: | Bubble Estimation | Kalman Filter | Stochastic Discount Factor | Spekulationsblase | Bubbles | Zustandsraummodell | State space model | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | CAPM |
| 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/10012617986