A simple mechanism for financial bubbles : time-varying momentum horizon
Year of publication: |
2019
|
---|---|
Authors: | Lin, Li ; Schatz, Michael ; Sornette, Didier |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 6, p. 937-959
|
Subject: | Financial bubbles | Finite-time-singularity | Momentum | Positive feedback | Quasi-likelihood | Time-horizon | Spekulationsblase | Bubbles | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Theorie | Theory |
-
A simple mechanism for financial bubbles : time-varying momentum horizon
Lin, Li, (2016)
-
Gerlach, Jan-Christian, (2020)
-
Kreuser, Jérôme, (2018)
- More ...
-
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael, (2020)
-
Uniform integrability of a single jump local martingale with state-dependent characteristics
Schatz, Michael, (2017)
-
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael, (2018)
- More ...