Financial bubbles analysis with a cross-sectional estimator

Frederic Abergel, Nicolas Huth and Ioane Muni Toke

Papers from arXiv.org

Abstract: We highlight a very simple statistical tool for the analysis of financial bubbles, which has already been studied in [1]. We provide extensive empirical tests of this statistical tool and investigate analytically its link with stocks correlation structure.

Date: 2009-09
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:0909.2885

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