Bubble detection and sector trading in real time

DOI10.1080/14697688.2018.1459811zbMath1420.91551OpenAlexW3125914525MaRDI QIDQ5234289

David Tan, Shuping Shi, George Milunovich

Publication date: 26 September 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1459811

zbMATH Keywords

stochastic dominancespeculative bubblesexplosive dynamicsprice-earnings ratioreal-time trading

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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