Scientific journal
Scientific Review. Technical science
ISSN 2500-0799
ПИ №ФС77-57440

THE METHOD OF IDENTIFICATION AND MEASUREMENT OF SPECULATIVE GROWTH THE STOCK MARKET

Ivanyuk V.A. 1 Tarasova I.A. 1 Osipova M.K. 1
1 Finansovy University under the Government of the Russian Federation
The paper presents methods for the identification and measurement of speculative rise in the stock market. Increasing number of scientists working to develop effective methods for predicting, identifying, measuring and dating bubbles. Analyzed a large number of different theories of financial bubbles in financial markets. Sharing the view of the need of an interdisciplinary approach, it is possible, however, to note the controversial ideas about the possibility of a unified theory of financial bubbles. This is too complex a phenomenon. The paper considers two groups of bubbles: rational and irrational. We consider two models of blistering. The first group of models exploring the causes significant changes in the prices of securities in case of small changes in the environment. The second group of models explains the stock crashes erroneous actions of rational investors.