Apostolos Katsaris
Biographic Data
| ID | 5734766 |
|---|---|
| NAME | Apostolos Katsaris |
| GIVEN NAMES | Apostolos |
| FAMILY NAME | Katsaris |
| SIGNATURE | KATSARIS A |
| AFFILIATIONS | Cass Business School |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 3 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2005 |
| LATEST PUBLICATION YEAR | 2005 |
| H-INDEX | 1 |
A Three‐Regime Model of Speculative Behaviour
We examine whether a three-regime model that allows for dormant, explosive and collapsing speculative behaviour can explain the dynamics of the S&P 500. We extend existing models of speculative behaviour by including a third regime that allows a bubble to grow at a steady rate, and propose abnormal volume as an indicator of the probable time of bubble collapse. We also examine the financial usefulness of the three-regime model by studying a tradi…
A Three‐Regime Model of Speculative Behaviour
We examine whether a three-regime model that allows for dormant, explosive and collapsing speculative behaviour can explain the dynamics of the S&P 500. We extend existing models of speculative behaviour by including a third regime that allows a bubble to grow at a steady rate, and propose abnormal volume as an indicator of the probable time of bubble collapse. We also examine the financial usefulness of the three-regime model by studying a tradi…
A Three‐Regime Model of Speculative Behaviour
We examine whether a three-regime model that allows for dormant, explosive and collapsing speculative behaviour can explain the dynamics of the S&P 500. We extend existing models of speculative behaviour by including a third regime that allows a bubble to grow at a steady rate, and propose abnormal volume as an indicator of the probable time of bubble collapse. We also examine the financial usefulness of the three-regime model by studying a tradi…
Bubble (1 work) · Chemistry (1 work) · Complex Systems and Time Series Analysis (1 work) · Composite index (1 work) · Composite indicator (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic bubble (1 work) · Economic theories and models (1 work) · Economics (1 work)