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Communications dans une conférence (2012), SMU-ESSEC Symposium on Empirical Finance and Financial Econometrics 2012

Detecting and Predicting Rational Asset Price Bubbles in a Near Explosive Random Coefficient Autoregressive Model

BANERJEE, A., CHEVILLON, G. and KRATZ, M. (2012). Detecting and Predicting Rational Asset Price Bubbles in a Near Explosive Random Coefficient Autoregressive Model. In: SMU-ESSEC Symposium on Empirical Finance and Financial Econometrics 2012.