A Markov regime-switching model with time-varying transition probabilities for identifying asset price bubbles
Matthew L. Higgins & Frank Ofori-Acheampong
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Higgins, Matthew Lawrence ; Ofori-Acheampong, Frank |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 4, p. 1-14
|
| Subject: | asset price bubble | Markov regime-switching | recession | S&P 500 index | time-varying transition probability | Spekulationsblase | Bubbles | Markov-Kette | Markov chain | Börsenkurs | Share price | Theorie | Theory | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v10 n4p1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011859905