7 Treffer für dc.subject="Spekulative Blase" and vl.domain=ulbmspc sortBy dc.title/asc

• A direct test of rational bubbles Geiecke, Friedrich ; Trede, Mark Münster : Center for Quantitative Economics, 2010

• Estimating rational stock-market bubbles with sequential Monte Carlo methods Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2015

• Identification of speculative bubbles using state-space models with Markov-switching Anaswah, Nael al- ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2009

• A new stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Periodically collapsing Evans bubbles and stock-price volatility Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2013

• Speculative bubbles in recent oil price dynamics evidence from a Bayesian Markov-switching state-space approach Lammerding, Marc ; Stephan, Patrick Maurice ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2012

• Sup-ADF-style bubble-detection methods under test Monschang, Verena ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2019