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Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)
SSRN Electronic Journal
◽
10.2139/ssrn.2566815
◽
2015
◽
Cited By ~ 2
Author(s):
Martin Herdegen
◽
Martin Schweizer
Keyword(s):
Financial Bubbles
◽
Strict Local Martingales
Download Full-text
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10.2469/dig.v38.n3.23
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2008
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pp. 53-54
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Manias and Mimesis: Applying René Girard’s Mimetic Theory to Financial Bubbles
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Boom and Bust: A Global History of Financial Bubbles. By William Quinn and John D. Turner. New York: Cambridge University Press, 2020. Pp. 3296. $24.95, hardcover.
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10.1017/s0022050721000255
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New models of trader beliefs and their application for explaining financial bubbles
Economic Modelling
◽
10.1016/j.econmod.2011.06.012
◽
2011
◽
Vol 28
(5)
◽
pp. 2215-2227
◽
Cited By ~ 4
Author(s):
Zhiping Chen
◽
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Financial Bubbles
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A model of financial bubbles and drawdowns with non-local behavioral self-referencing
SSRN Electronic Journal
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10.2139/ssrn.3995532
◽
2021
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Author(s):
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◽
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◽
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Cryptocurrencies as financial bubbles: The case of Bitcoin
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◽
10.1016/j.frl.2018.11.011
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Cited By ~ 22
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◽
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Detecting Strict Local Martingales
Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series
◽
10.1007/978-3-319-00747-2_17
◽
2013
◽
pp. 397-403
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Jan Baldeaux
◽
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Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
Quantitative Finance and Economics
◽
10.3934/qfe.2018.1.486
◽
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A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
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Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles
SSRN Electronic Journal
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◽
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Author(s):
Didier Sornette
◽
Peter Cauwels
◽
Georgi Smilyanov
Keyword(s):
Financial Bubbles
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