A simple mechanism for financial bubbles: time-varying momentum horizon
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Author / Producer
Date
2019
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
19 (6)
Pages / Article No.
937 - 959
Publisher
Taylor & Francis
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Financial bubbles; Momentum; Positive feedback; Time-Horizon; Quasi-likelihood; Finite-time-singularity
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)