Pages that link to "Item:Q5744881"

The following pages link to TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881):

Displaying 50 items.

• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
• Double asymptotics for explosive continuous time models (Q284296) (← links)
• Limit theory for an explosive autoregressive process (Q498795) (← links)
• Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
• Classic rational bubbles and representativeness (Q1640173) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
• What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (Q1669692) (← links)
• Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
• Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Do 18th century `bubbles' survive the scrutiny of 21st century time series econometrics? (Q1787251) (← links)
• Limit theory for mildly integrated process with intercept (Q1787286) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• Complexity traits and synchrony of cryptocurrencies price dynamics (Q2064619) (← links)
• A time-varying parameter model for local explosions (Q2116324) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
• Fundamental bubbles in equity markets (Q2156535) (← links)
• Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
• Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
• Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
• Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices (Q3192406) (← links)
• FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (Q4569582) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• Asymptotic Behavior of Delay Times of Bubble Monitoring Tests (Q4997700) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• (Q5143368) (← links)
• MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
• SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
• Bubble detection and sector trading in real time (Q5234289) (← links)
• On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
• TRIBUTE TO T.W. ANDERSON (Q5349003) (← links)
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
• TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (Q5744882) (← links)
• INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
• Testing explosive bubbles with time-varying volatility (Q5860962) (← links)