Probabilistic forecasting of bubbles and flash crashes (Q5083227)
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scientific article; zbMATH DE number 7546369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic forecasting of bubbles and flash crashes |
scientific article; zbMATH DE number 7546369 |
Statements
Probabilistic forecasting of bubbles and flash crashes (English)
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22 June 2022
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random coefficient autoregressive model
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local asymptotics
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predictive density
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bubbles
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flash crashes
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0.8667501
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0.86167103
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0.8576656
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0.8535644
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0.84790206
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0.84483975
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0.83293104
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