Financial bubble implosion and reverse regression
Expansion and collapse are two key features of a financial asset bubble. Bubble expansionmay be modeled using a mildly explosive process. Bubble implosion may take several differentforms depending on the nature of the collapse and therefore requires some flexibility in modeling.This paper first stre...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2089 https://ink.library.smu.edu.sg/context/soe_research/article/3089/viewcontent/d1967.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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