Bubbles and long range dependence in asset prices volatilities
Year of publication: |
2002
|
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Authors: | Kirman, Alan P. ; Teysière, Gilles |
Published in: |
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables. - Berlin : Springer, ISBN 3-540-43470-4. - 2002, p. 307-323
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Spekulationsblase | Bubbles | Marktmikrostruktur | Market microstructure | Erwartungsbildung | Expectation formation | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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