Hui, Eddie C.M.; Zheng, Xian; Wang, Hui - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 7, pp. 1445-1454
This study investigates property securities bubbles and crashes by using a dynamic mathematical methodology developed from the previous research (Watanabe et al. 2007a, b [31,32]). The improved model is used to detect the bubble and crash periods in five international countries/cities (namely,...