Periodically collapsing Evans bubbles and stock-price volatility (Q397964)
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scientific article; zbMATH DE number 6329164
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| default for all languages | No label defined |
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| English | Periodically collapsing Evans bubbles and stock-price volatility |
scientific article; zbMATH DE number 6329164 |
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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0.7731605172157288
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0.7286986708641052
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0.7251328229904175
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