readme.jk.txt
Creators:
Robert A. Jarrow
;
Simon Kwok
From the dataset abstract
Financial bubbles arise when the underlying asset's market price deviates from its fundamental value. Unlike other bubble tests that use time series data and assume a reduced-form price...
Source: Inferring financial bubbles from option data (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b3e5334c-2267-4013-9622-d903f5ae469e/resource/468c2006-561e-4dc5-ad7f-c365cf9133f6/download/readme.jk.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
