Open AccessCan we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
Author(s) -
Didier Sornette,
Peter Cauwels,
Georgi Smilyanov
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.1.1
Subject(s) - volatility (finance) , volatility smile , crash , implied volatility , volatility swap , economics , econometrics , financial economics , volatility risk premium , stochastic volatility , computer science , programming language