Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500
Year of publication: |
June 2016
|
---|---|
Authors: | Michaēlidēs, Panagiōtēs G. ; Tsionas, Efthymios G. ; Konstantakis, Konstantinos N. |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 24.2016, p. 61-70
|
Subject: | Non-linearities | Bubbles | Neural Networks | Early detection | S&P500 | Spekulationsblase | Neuronale Netze | Neural networks | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Finanzmarkt | Financial market |
-
Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno, (2022)
-
Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno, (2022)
-
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús, (2020)
- More ...
-
System estimation of GVAR with two dominants and network theory : evidence for BRICs
Konstantakis, Konstantinos N., (2015)
-
Konstantakis, Konstantinos N., (2015)
-
Debt dynamics in Europe : a Network General Equilibrium GVAR approach
Michaēlidēs, Panagiōtēs G., (2018)
- More ...