Bubbles, crashes and risk

DOI10.1016/J.ECONLET.2013.04.030zbMath1284.91160OpenAlexW2039795983MaRDI QIDQ2442405

William A. Branch, George W. Evans

Publication date: 3 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.04.030

zbMATH Keywords

asset pricingadaptive learningriskbubbles

Mathematics Subject Classification ID

Economic time series analysis (91B84) Sums of independent random variables; random walks (60G50)

Related Items (2)

Perpetual learning and stock return predictability ⋮ Analysis of non-stationary dynamics in the financial system

Cites Work

• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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