A new mechanism for anticipating price exuberance
It is very important for investors, market regulators, and policy makers to possess a trustworthy ex-ante tool capable of anticipating price exuberance events. This paper proposes a new statistical mechanism to predict speculative bubbles by inferring a significant probability of exuberance at least...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Texto completo: | http://hdl.handle.net/10071/20354 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/20354 |