Intrinsic bubbles and fat tails in stock prices: A note Article

Bidarkota, Prasad V, Dupoyet, Brice V. (2007). Intrinsic bubbles and fat tails in stock prices: A note . Macroeconomic Dynamics, 11(3), 405-422. 10.1017/S1365100507060178

cited authors

  • Bidarkota, Prasad V; Dupoyet, Brice V

sustainable development goals

authors

publication date

  • June 1, 2007

published in

keywords

  • ASSET PRICES
  • Business & Economics
  • EXCHANGE ECONOMY
  • Economics
  • Social Sciences
  • UTILITY
  • fat tails
  • intrinsic bubbles
  • normal distributions
  • present-value model
  • stable distributions
  • stock prices

Digital Object Identifier (DOI)

start page

  • 405

end page

  • 422

volume

  • 11

issue

  • 3