Autoregression Modeling of the American Stock Market

Authors

Andrey Sarantsev, University of Montana

Document Type

Presentation Abstract

Presentation Date

1-27-2020

Abstract

High price-to-earnings ratios indicate overvaluation of the stock market due to irrational exuberance (a phrase by Alan Greenspan). We develop new measures of earnings and study whether the market is currently in a bubble. We use linear regression and time series modeling.

Additional Details

January 27, 2020 at 3:00 p.m. in Math 103

Recommended Citation

Sarantsev, Andrey, "Autoregression Modeling of the American Stock Market" (2020). Colloquia of the Department of Mathematical Sciences. 596.
https://scholarworks.umt.edu/mathcolloquia/596