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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: System Identification Toolbox / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2074458682 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Survey of Sequential Monte Carlo Methods for Economics and Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods in Practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stable estimator of the information matrix under EM for dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: System identification of nonlinear state-space models / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:04, 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)
    0 references
    0 references
    0 references
    12 August 2014
    0 references
    0 references
    present-value model
    0 references
    Evans bubble
    0 references
    conditional volatility
    0 references
    particle-filter estimation
    0 references
    0 references