Modeling nonlinear dynamics of speculative bubbles in financial markets
Basic data for this project
Type of project: Own resources project
Duration at the University of Münster: 01/01/2010 - 31/12/2019
Description
Keywords: Present-valuation models; rational bubbles; bubble dynamics; state-space modeling; particle-filter algorithms
Project management at the University of Münster
| Wilfling, Bernd | Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling) |
Research associates from the University of Münster
| Lammerding, Marc | Chair of Empirical Economics |
| Rotermann, Benedikt | Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling) |