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Land and stock bubbles,crashes and exit strategies in Japan circa 1990 and in 2013 |
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| Authors: | A N Shiryaev M V Zhitlukhin |
| Institution: | 1. Department of Probability and Statistics, Steklov Mathematical Institute, Moscow, Russia.;2. Laboratory of Quantitative Finance, Higher School of Economics (HSE), Moscow, Russia. |
| Abstract: | |
| Keywords: | Bubble Change point detection Bond-stock model Nikkei stock average Golf course membership index |