Intrinsic bubbles and fat tails in stock prices: A note

Macroeconomic Dynamics

Volumn 11, Issue 3, 2007, Pages 405-422

  Bidarkota, Prasad V ^a   Dupoyet, Brice V ^a  

^a FLORIDA INTERNATIONAL UNIVERSITY   (United States)

Author keywords

Fat tails; Intrinsic bubbles; Normal distributions; Present value model; Stable distributions; Stock prices

Indexed keywords

EID: 34247594424     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.2139/ssrn.3361214     Document Type: Article

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