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中文摘要：
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。
英文摘要：
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.
同期刊论文项目
同项目期刊论文
strong law of large numbers and asymptotic equipartition property for nonsymmetric Markov chain fiel
Discrete time mean-variance analysis with singular second moment matrixes and an exogenous liability
The minimal entropy and the convergence of the p-optimal martingale measures in a general jump model
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