"Speculative Influence Network" during financial bubbles : application to Chinese stock markets
Year of publication: |
July 2018
|
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Authors: | Lin, Li ; Sornette, Didier |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 13.2018, 2, p. 385-431
|
Subject: | Financial bubbles | Super-exponential | Systemic risks | Hidden Markov Modeling | Transfer entropy | Speculative Influence Network | Early warning system | Chinese stock market | Spekulationsblase | Bubbles | China | Aktienmarkt | Stock market | Spekulation | Speculation | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Frühwarnsystem | Entropie | Entropy | Schätzung | Estimation | Systemrisiko | Systemic risk | Markov-Kette | Markov chain |
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