Work

Financial bubbles analysis with a cross-sectional estimator

Year: 2009

Type: preprint

Abstract: 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.

Source: RePEc: Research Papers in Economics

DOI: 10.48550/arxiv.0909.2885

Authors: Abergel, Frederic, Huth, Nicolas, Toke, Ioane Muni

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122261648

Cites: 5

Cited by: 1

Related to: 20