Comparison of Financial Bubble Detection Methods

碩士 === 國立清華大學 === 計量財務金融學系 === 104 === In light of the recent global financial crisis, the questions about financial bubbles and its detection has come back to the stage, attracting concerns from academics and policy makers. Evans(1991) created the famous periodically collapsing bubble model, which...

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Bibliographic Details
Main Authors: Chi Fan, 池凡
Other Authors: Huang,Yu-Leih
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/05224026461015334013