Multi-dimensional rational bubbles and fat tails
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Publication:4646506
DOI10.1080/713665876zbMATH Open1405.91750OpenAlexW4301890549MaRDI QIDQ4646506FDOQ4646506
Authors: Yannick Malevergne, D. Sornette
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/713665876
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- Fat tails and bubbles in a discrete time model of an inefficient financial market
- The lifetime of a financial bubble
- Multivariate bubbles and antibubbles
- From rational bubbles to crashes
- A simple mechanism for financial bubbles: time-varying momentum horizon
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