Periodically collapsing Evans bubbles and stock-price volatility (Q397964): Difference between revisions
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scientific article
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English | Periodically collapsing Evans bubbles and stock-price volatility |
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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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