This article is cited in 30 papers

When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model

A. N. Shiryaev^ab, M. V. Zhitlukhin^bcd, W. T. Ziemba<sup>e

a</sup> Lomonosov Moscow State University
^b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
^c University of Manchester
^d National Research University "Higher School of Economics" (HSE), Moscow
^e University of British Columbia

Language: English

DOI: 10.3905/jpm.2014.40.2.054

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