Financial crashes as endogenous jumps: Estimation, testing and forecasting

Journal of Economic Dynamics and Control

Volumn 30, Issue 1, 2006, Pages 111-141

  Fernandes, Marcelo ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Bistability; Generalized normal density; Splitting probability

Indexed keywords

EID: 29944431581     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.11.005     Document Type: Article

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