Stationary bubble equilibria in rational expectation models
C. Gouriéroux, J. Jasiak, A. Monfort
| Year of publication: |
[2016]
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|---|---|
| Authors: | Gouriéroux, Christian ; Jasiak, Joann ; Monfort, Alain |
| Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
| Subject: | Rational Expectation | Equilibrium | Stationary Martingale | Speculative Bubble | Volatility Induced Mean-Reversion | Stochastic Economy | Transversality Condition | Identification | Present Value Model | Rationale Erwartung | Rational expectations | Spekulationsblase | Bubbles | Gleichgewichtstheorie | Equilibrium theory | CAPM | Börsenkurs | Share price | Martingal | Martingale | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | 1 Online-Ressource (circa 101 Seiten) Illustrationen |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2016, 31 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012182001