| 推广的周期性破裂型资产泡沫模型 |
| |
| 引用本文： | 唐彦斌,叶中行.推广的周期性破裂型资产泡沫模型[J].管理学报,2009,6(1):31-35,56. |
| |
| 作者姓名： | 唐彦斌 叶中行 |
| |
| 作者单位： | 上海交通大学理学院数学系 |
| |
| 基金项目： | 国家重点基础研究发展规划(973计划)，国家自然科学基金 |
| |
| 摘 要： | 在理性预期意义下对周期性破裂基本模型进行了推广,提出了周期性多步不完全破裂泡沫模型.通过数值模拟展示泡沫滋生、膨胀、破灭到再生的全过程,研究了含有泡沫的资产价格的厚尾统计特性,并给出政策性的建议.
|
| 关 键 词： | 资产泡沫 不完全破裂型 周期性 厚尾特性 |
Extended Periodical Bursting Asset Bubble Model |
| |
| TANG Yanbin,YE Zhongxing.Extended Periodical Bursting Asset Bubble Model[J].Chinese JOurnal of Management,2009,6(1):31-35,56. |
| |
| Authors: | TANG Yanbin YE Zhongxing |
| |
| Institution: | Shanghai Jiaotong University;Shanghai;China |
| |
| Abstract: | Periodical bursting bubble model proposed by Evans under rational expectation was extended.Periodical and multi-step incomplete bursting asset bubble model is proposed,which was simulated numerically to illustrate the whole process of bubble generating,expanding,bursting and regenerating.The fat tail statistical characteristic was discussed.Some suggestions are also given. |
| |
| Keywords: | asset bubble incomplete bursting periodicity fat tail characteristic |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
