Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500
Panayotis G. Michaelides, Efthymios G. Tsionas, Konstantinos N. Konstantakis
| Year of publication: |
June 2016
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|---|---|
| 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
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| Subject: | Non-linearities | Bubbles | Neural Networks | Early detection | S&P500 | Spekulationsblase | Neuronale Netze | Neural networks | Nichtlineare Regression | Nonlinear regression | Bayes-Statistik | Bayesian inference | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704102