机译:波动率受限的LPPL模型:具有均值回复残差的“爆炸性”金融泡沫的一致模型
School of Business, China East University of Science and Technology, 200237 Shanghai China,Chair of Entrepreneurial Risks, Department of Management, Technology and Economics, ETH Zurich, Kreuplatz 5, CH-8032 Zurich, Switzerland,School of Economics and Management, Beihang University, 100191 Beijing, China;
School of Economics and Management, Beihang University, 100191 Beijing, China;
Chair of Entrepreneurial Risks, Department of Management, Technology and Economics, ETH Zurich, Kreuplatz 5, CH-8032 Zurich, Switzerland,Swiss Finance Institute, Switzerland,University of Geneva, 40 blvd. Du Pont d'Arve, CH 1211 Geneva 4, Switzerland;
Rational bubbles; Mean reversal; Positive feedbacks; Finite-time singularity; Super-exponential growth; Bayesian analysis; Log-periodic power law; Stochastic discount factor;
机译:随机均值回复终止时间对理性预期金融泡沫的诊断
机译:平均恢复4/2随机波动率模型:属性和金融应用
机译:政权转换均值回复模型中金融衍生产品定价的新树法
机译:比特币财务泡沫:数字化和建模
机译:一种用于宏观经济建模的集成系统方法:股票流一致核算以及实体经济与金融经济之间相互作用的动态。
机译:基于自洽残差偶极耦合的无模型分析可稳定地确定纳秒至微秒的蛋白质动力学
机译:具有均值可逆残差的“爆炸性”金融泡沫的一致模型