Modeling nonlinear dynamics of speculative bubbles in financial markets

Basic data for this project

Type of projectOwn resources project
Duration at the University of Münster01/01/2010 - 31/12/2019

Description

KeywordsPresent-valuation models; rational bubbles; bubble dynamics; state-space modeling; particle-filter algorithms

Project management at the University of Münster

Wilfling, Bernd

Research associates from the University of Münster

Lammerding, Marc
Rotermann, Benedikt