Tests for an end-of-sample bubble in financial time series (Q5864642): Difference between revisions
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| Property / cites work: End-of-Sample Instability Tests / rank | |||
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| Property / cites work: TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 / rank | |||
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Latest revision as of 05:48, 29 July 2024
scientific article; zbMATH DE number 7538211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for an end-of-sample bubble in financial time series |
scientific article; zbMATH DE number 7538211 |
Statements
Tests for an end-of-sample bubble in financial time series (English)
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8 June 2022
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explosive autoregression
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rational bubble
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right-tailed unit root testing: sub-sampling
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