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A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash

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Author Info
Lim, G.C.
Martin, V.L.

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Abstract

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Publisher Info
Paper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 483.

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Length: 40 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:mlb:wpaper:483

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Postal: Department of Economics, The University of Melbourne, 5th Floor, Economics and Commerce Building, Victoria, 3010, Australia
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Web page: http://www.economics.unimelb.edu.au
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Related research
Keywords: STOCK MARKET;

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