Fundamental bubbles in equity markets

DOI10.1007/s00500-019-04514-1zbMath1497.91294OpenAlexW2989626950WikidataQ126625305 ScholiaQ126625305MaRDI QIDQ2156535

Mikita Kniahin, Florian Ielpo

Publication date: 18 July 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-019-04514-1

zbMATH Keywords

principal component analysisbubblestationarityaffine modeldata-rich

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

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