Periodically collapsing Evans bubbles and stock-price volatility
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Publication:397964
DOI10.1016/j.econlet.2014.03.023zbMath1293.91183MaRDI QIDQ397964
Benedikt Rotermann, Bernd Wilfling
Publication date: 12 August 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_28_2013.pdf
91G30: Interest rates, asset pricing, etc. (stochastic models)
Uses Software
Cites Work