Periodically collapsing Evans bubbles and stock-price volatility (Q397964)
From MaRDI portal
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
12 August 2014
0 references
present-value model
0 references
Evans bubble
0 references
conditional volatility
0 references
particle-filter estimation
0 references
