Periodically collapsing Evans bubbles and stock-price volatility (Q397964): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G30 / rank | |||
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| Property / zbMATH DE Number: 6329164 / rank | |||
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present-value model | |||
| Property / zbMATH Keywords: present-value model / rank | |||
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Evans bubble | |||
| Property / zbMATH Keywords: Evans bubble / rank | |||
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conditional volatility | |||
| Property / zbMATH Keywords: conditional volatility / rank | |||
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particle-filter estimation | |||
| Property / zbMATH Keywords: particle-filter estimation / rank | |||
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Revision as of 15:44, 29 June 2023
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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