مرکز منطقه ای اطلاع رساني علوم و فناوري - Financial crashes as endogenous jumps: estimation, testing and forecasting

Title of article :

Financial crashes as endogenous jumps: estimation, testing and forecasting

Author/Authors :

Marcelo Fernandes، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

111

To page :

141

Keywords :

Bistability , Generalized normal density , Splitting probability

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2006

Journal title :

Journal of Economic Dynamics and Control

Record number :

238879

Link To Document :