"Speculative Influence Network" during financial bubbles : application to Chinese stock markets
Li Lin, Didier Sornette
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Lin, Li ; Sornette, Didier |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 13.2018, 2, p. 385-431
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| Subject: | Financial bubbles | Super-exponential | Systemic risks | Hidden Markov Modeling | Transfer entropy | Speculative Influence Network | Early warning system | Chinese stock market | Spekulationsblase | Bubbles | China | Spekulation | Speculation | Aktienmarkt | Stock market | Frühwarnsystem | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Finanzmarkt | Financial market | Entropie | Entropy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-016-0187-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011962258