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arxiv: 0909.2885 · v1 · submitted 2009-09-16 · 💱 q-fin.ST

Financial bubbles analysis with a cross-sectional estimator

classification 💱 q-fin.ST
keywords analysisbubblesfinancialstatisticaltoolalreadyanalyticallybeen
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We highlight a very simple statistical tool for the analysis of financial bubbles, which has already been studied in [1]. We provide extensive empirical tests of this statistical tool and investigate analytically its link with stocks correlation structure.

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