Periodically collapsing Evans bubbles and stock-price volatility (Q397964): Difference between revisions
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| Property / cites work: Sequential Monte Carlo Methods in Practice / rank | |||
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Latest revision as of 21:04, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodically collapsing Evans bubbles and stock-price volatility |
scientific article |
Statements
Periodically collapsing Evans bubbles and stock-price volatility (English)
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12 August 2014
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present-value model
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Evans bubble
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conditional volatility
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particle-filter estimation
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