Financial bubbles analysis with a cross-sectional estimator

Details Financial bubbles analysis with a cross-sectional estimator Financial bubbles analysis with a cross-sectional estimator

2009-09-16

arxiv.org/abs/0909.2885v1

Economy

Quantitative Finance

Statistical Finance

4 pages, 4 figures

Scientific paper

We highlight a very simple statistical tool for the analysis of financial
bubbles, which has already been studied in [1]. We provide extensive empirical
tests of this statistical tool and investigate analytically its link with
stocks correlation structure.

Affiliated with

Also associated with

No associations

Rating

Financial bubbles analysis with a cross-sectional estimator does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Financial bubbles analysis with a cross-sectional estimator, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Financial bubbles analysis with a cross-sectional estimator will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-581909