scientific article; zbMATH DE number 1281927

MaRDI QIDQ4241005zbMATH OpenFDO

Authors G. C. Lim, Vance Martin, Leslie E. Teo

Publication date 29 April 1999

zbMATH Keywords

asset price dynamicsforecastinglarge jumps in stock prices

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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• scientific article; zbMATH DE number 1260471 (Why is no real title available?)
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• Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
• Asset pricing with endogeneous aspirations
• Financial crashes as endogenous jumps: estimation, testing and forecasting

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