Probabilistic forecasting of bubbles and flash crashes
Year of publication: |
2020
|
---|---|
Authors: | Banerjee, Anurag Narayan ; Chewillon, Guillaume ; Kratz, Marie |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 23.2020, 2, p. 297-315
|
Subject: | Spekulationsblase | Bubbles | Finanzkrise | Financial crisis | Theorie | Theory | Prognoseverfahren | Forecasting model |
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