Ye Zoe Chen

Capital University of Economics and Business - International School of Economics and Management

Professor

Beijing

China

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Common Bubble Detection in Large Dimensional Financial Systems

Macquarie Business School Research Paper
Number of pages: 44 Posted: 10 Oct 2019
Capital University of Economics and Business - International School of Economics and Management, Yale University - Cowles Foundation and Department of Economics, Macquarie University
Downloads 36 (457,032)

Abstract:

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Common Bubbles, Mildly Explosive Process, Factor Analysis, Date Stamping, Real Estate Markets