SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427)
From MaRDI portal
scientific article; zbMATH DE number 7176789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY |
scientific article; zbMATH DE number 7176789 |
Statements
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (English)
0 references
3 March 2020
0 references
unit root tests
0 references
financial bubbles
0 references
time-variying volatility
0 references
0 references
0 references
