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1
Asset price bubbles : existence, persistence and migration
Gómez González, José Eduardo
;
Ojeda-Joya, Jair N.
; …
- In:
The South African journal of economics
85
(
2017
)
1
,
pp. 52-67
Persistent link: https://www.econbiz.de/10011667418
Saved in:
2
Predictability and herding of bourse volatility : an
econophysics
analogue
Ghosh, Bikramaditya
;
Krishna, Mysore Chidambareswaran
; …
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 317-326
Persistent link: https://www.econbiz.de/10012055468
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3
Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi
;
Schwartz, Ivonne
;
Westerhoff, Frank H.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1263-1282
Persistent link: https://www.econbiz.de/10013532181
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4
The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets
Gustavsson, Marcus
;
Levén, Daniel
;
Sjögren, Hans
- In:
Financial history review
23
(
2016
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10011585598
Saved in:
5
Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
Saved in:
6
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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7
The P/E ratio, the business cycle, and timing the stock market
Park, Sangkyun
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012613451
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8
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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9
Identifying fragility for the stock market : Perspective from the portfolio overlaps network
Li, Lin
;
Guo, Xin-Yu
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 132-151
Persistent link: https://www.econbiz.de/10012262449
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10
Applying Approximate Entropy (ApEn) to speculative bubble in the stock market
Bhaduri, Saumitra N.
- In:
Journal of emerging market finance
13
(
2014
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10011570991
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