A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash

Guay C. Lim () and Vance Lindsay Martin

No 483, Department of Economics - Working Papers Series from The University of Melbourne

Keywords: STOCK; MARKET (search for similar items in EconPapers)
Date: 1995

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:mlb:wpaper:483

Access Statistics for this paper

More papers in Department of Economics - Working Papers Series from The University of Melbourne
Address: Department of Economics, The University of Melbourne, 5th Floor, Economics and Commerce Building, Victoria, 3010, Australia
Contact information at EDIRC.
Series data maintained by Colemann Leong ().