A new stock-price bubble with stochastically deflating trajectories

Rotermann Benedikt, Wilfling Bernd

Zusammenfassung

We propose a new, rational stock-price bubble that is able to generate recurringly explosive and stochastically deflating trajectories. Our flexible bubble process entails stock-price volatility dynamics that are consistent with real-world data. To demonstrate this, we fit our bubble specification to NASDAQ data and analyze the volatility dynamics.

Schlüsselwörter

Present-value model; Evans bubble; incompletely bursting bubble; stock-price volatility; particle-filter estimation

Zitieren als

Rotermann, B., & Wilfling, B. (2017). A new stock-price bubble with stochastically deflating trajectories. In CQE-Working-Papers: Vol. 58/2017. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.

Details

Publikationstyp
Arbeitspapier / Working Paper

Begutachtet
Nein

Publikationsstatus
Veröffentlicht

Jahr
2017

Band
58/2017

Reihe
CQE-Working-Papers

Verlag
Center for Quantitative Economics (CQE), University of Muenster

Ort
University of Muenster

Sprache
Englisch