Real‐Time Monitoring for Explosive Financial Bubbles (Q4556515)

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scientific article; zbMATH DE number 6980380
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Real‐Time Monitoring for Explosive Financial Bubbles
scientific article; zbMATH DE number 6980380

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    Real‐Time Monitoring for Explosive Financial Bubbles (English)
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    16 November 2018
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    rational bubble
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    explosive autoregression
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    real-time monitoring procedure
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    subsampling
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