Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Year of publication: |
2018
|
---|---|
Authors: | Sornette, Didier ; Cauwels, Peter ; Smilyanov, Georgi |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 1, p. 1-105
|
Subject: | bubble | boom | bust | crash | prediction | volatility | risk-return | Spekulationsblase | Bubbles | Volatilität | Volatility | Finanzkrise | Financial crisis | Börsenkurs | Share price | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle |
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