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Finite Bubbles in a Non-Bayesian Approach
https://kaetsu.repo.nii.ac.jp/records/920
https://kaetsu.repo.nii.ac.jp/records/9201deffdc5-1359-4de9-aa6e-60a70bdc2f4e
名前 / ファイル | ライセンス | アクション |
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Finite Bubbles in a Non-Bayesian Approach (1.0 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2018-08-20 | |||||
タイトル | ||||||
タイトル | Finite Bubbles in a Non-Bayesian Approach | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Finite Bubbles in a Non-Bayesian Approach | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Bubble | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Bayesian | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Conditional probability | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Ambiguity | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Epsilon contamination | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Bubble | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Bayesian | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Conditional probability | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Ambiguity | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Epsilon contamination | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ページ属性 | ||||||
内容記述タイプ | Other | |||||
内容記述 | P(論文) | |||||
記事種別(日) | ||||||
研究ノート | ||||||
論文名よみ | ||||||
その他のタイトル | Finite Bubbles in a Non-Bayesian Approach | |||||
著者名(日) |
加藤, 寛之
× 加藤, 寛之 |
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著者名よみ | ||||||
姓名 | カトウ, ヒロユキ | |||||
著者所属(日) | ||||||
嘉悦大学経営経済学部 | ||||||
抄録(英) | ||||||
内容記述タイプ | Other | |||||
内容記述 | This paper presents two players' equilibrium model in which bubbles of security prices occur in finite time even when both players know that the prices are bubbles. We firstly describe a Bayesian model with asymmetric information mainly based on Conlon (2004, Econometrica) and secondly extends it to non-Bayesian setting in which players cannot identify the true probability but a set of probabilities with ambiguity aversion employing epsilon contamination. We proved that in non-Bayesian approach asymmetry of information is not necessary for the existence of bubbles and that bubble prices rise more steeply than those in Bayesian. | |||||
雑誌書誌ID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA1171228X | |||||
書誌情報 |
嘉悦大学研究論集 en : KAETSU UNIVERSITY RESEARCH REVIEW 巻 60, 号 2, p. 43-53, 発行日 2018-03-14 |