A model of financial bubbles and drawdowns with non-local behavioral self-referencing
Year of publication: |
2021
|
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Authors: | Malevergne, Yannick ; Sornette, Didier ; Wei, Ran |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | financial markets | bubbles | mispricing | faster-than-exponential growth | drawdowns | crashes | behavioral price anchoring | expected return | Spekulationsblase | Bubbles | Finanzmarkt | Financial market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Finanzkrise | Financial crisis | Erwartungsbildung | Expectation formation | CAPM | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 21, 96 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3995532 [DOI] |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; C51 - Model Construction and Estimation ; G01 - Financial Crises ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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