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

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)

publisher

  • CAMBRIDGE UNIV PRESS

start page

  • 405

end page

  • 422

volume

  • 11

issue

  • 3