搜索结果: 1-9 共查到“金融市场 bubble”相关记录9条 . 查询时间(0.062 秒)
We analyze whether mid-level managers in securitized finance were aware of a large-scale housing bubble and a looming crisis in 2004-2006 using their personal home transaction data. We find that the a...
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
JLS model financial bubbles crashes log-periodic power law fit method sloppiness taboo search bootstrap probabilistic forecas
2011/7/19
The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It h...
Noise, risk premium;and bubble
the market risk premium vector physical measure anomalous price dynamics
2011/3/30
The existence of the pricing kernel is shown to imply the existence of an ambient information process that generates market filtration. This information process consists of a signal component concerni...
Log-Periodic Oscillation Analysis and Possible Burst of the "Gold Bubble" in April - June 2011
Log-Periodic Oscillation Analysis Gold Bubble
2011/1/4
This working paper analyzes the gold price dynamics on the basis of methodology developed by Didier Sornette. Our calculations indicate that this dynamics is close to the one of the "bubbles" studied ...
A simple model for asset price bubble formation and collapse
simple model asset price bubble formation and collapse
2010/10/21
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenome...
The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations
The Financial Bubble Experiment advanced diagnostics forecasts of bubble terminations
2010/11/2
This is a summary of the first installment of the Financial Bubble Experiment (FBE), where we identified four asset bubbles in November and December 2009 and revealed their names on 3 May 2010. Here w...
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build u...
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
stock market crash financial bubble Chinese markets rational expectation bubble herding
2010/11/2
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bi...
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III
The Financial Bubble Experiment Advanced Diagnostics
2010/12/13
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 2...