Testing explosive bubbles with time-varying volatility (Q5860962)
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scientific article; zbMATH DE number 7484493
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing explosive bubbles with time-varying volatility |
scientific article; zbMATH DE number 7484493 |
Statements
Testing explosive bubbles with time-varying volatility (English)
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4 March 2022
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explosive autoregression
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rational bubble
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right-tailed unit root testing
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time-varying volatility
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weighted least squares
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0.8615950345993042
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0.8286615610122681
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0.7807945609092712
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0.7775749564170837
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0.7609918713569641
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