Work

Identification of speculative bubbles using state-space models with Markov-switching

Year: 2010

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2010.09.021

Authors: Nael Al-Anaswah, Bernd Wilfling

Institution: University of Münster

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122811060

FWCI: 10.59

Cites: 41

Cited by: 71

Related to: 10