Abstract
… This paper shows that the local martingale theory of bubbles provides three new approaches that can be used to test for the existence of asset price bubbles, two of which are currently … The third uses a multiple-factor model for the return process of the underlying asset …
Cite
CITATION STYLE
APA
Jarrow, R. (2016). Testing for asset price bubbles: three new approaches. Quantitative Finance Letters, 4(1), 4–9. https://doi.org/10.1080/21649502.2015.1165838
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