Inferring fundamental value and crash nonlinearity from bubble calibration (Q5245465): Difference between revisions

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Latest revision as of 23:14, 9 July 2024

scientific article; zbMATH DE number 6423509
Language Label Description Also known as
English
Inferring fundamental value and crash nonlinearity from bubble calibration
scientific article; zbMATH DE number 6423509

    Statements

    Inferring fundamental value and crash nonlinearity from bubble calibration (English)
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    8 April 2015
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    financial bubbles
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    crash prediction
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    fundamental value
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    nonlinearity
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    Wilks' statistics
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    bootstrap
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    financial modelling
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    financial time series
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