A simple mechanism for financial bubbles: time-varying momentum horizon

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Author
Lin, Li
Schatz, Michael
Sornette, Didier
Date
2019
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000317879
Publication status
published
External links
Journal / series
Quantitative Finance
Volume
19(6)
Pages / Article No.
937 - 959
Publisher
Taylor & Francis
Subject
Financial bubbles; Momentum; Positive feedback; Time-Horizon; Quasi-likelihood; Finite-time-singularity
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
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Citations
Cited 5 times in Scopus
ETH Bibliography
yes
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