Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach
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Publication:2246584
DOI10.1016/j.jedc.2021.104101zbMath1475.91337OpenAlexW3134604907MaRDI QIDQ2246584
Caterina Santi, Joshua C. C. Chan
Publication date: 16 November 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104101
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
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