About this document
R. Werner - Volatility Metrics For Bubbles and Crashes by Paul Koopman is a document available to read on EtoBox.
The document presents an analytical review of volatility metrics related to financial bubbles and crashes, emphasizing the need for a comprehensive understanding of these extreme market events. It introduces the elasticity of variance (EOV) approach, which shifts focus from price to quantity held during such events, and discusses various theoretical models and empirical findings in the context of volatility. The authors argue that this new perspective can enhance the analysis of bubbles and crashes across d
- Author
- Paul Koopman
- Language
- EN