Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
We inspect the price volatility before, during, and after financial asset bubbles in orderto uncover possible commonalities and check empirically whether volatility might be used as anindicator or an early warning signal of an unsustainable price increase and the associated crash. Someresearchers an...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2018-03-01
|
| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | http://www.aimspress.com/article/10.3934/QFE.2018.1.1/fulltext.html |