TY  - JOUR
U1  - Zeitschriftenartikel, wissenschaftlich - begutachtet (reviewed)
A1  - Herzog, Bodo
T1  - Applied model for financial bubbles
JF  - Journal of applied finance & banking
N2  - This paper develops a linear and tractable model of financial bubbles. I demonstrate the application of the linear model and study the root causes of financial bubbles. Moreover, I derive leading properties of bubbles. This model enables investors and regulators to react to market dynamics in a timely manner. In conclusion, the linear model is helpful for the empirical verification and detection of financial bubbles.
KW  - financial bubbles
KW  - linear model
KW  - econophysics
Y1  - 2015
U6  - https://nbn-resolving.org/urn:nbn:de:bsz:rt2-opus4-4891
UN  - https://nbn-resolving.org/urn:nbn:de:bsz:rt2-opus4-4891
UR  - http://www.scienpress.com/Upload/JAFB/Vol%205_3_2.pdf
SN  - 1792-6580
SS  - 1792-6580
VL  - 5
IS  - 3
SP  - 17
EP  - 26
S1  - 10
PB  - Scienpress
CY  - London
ER  -