Tests for an end-of-sample bubble in financial time series (Q5864642)
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scientific article; zbMATH DE number 7538211
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8182867765426636
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0.8067044615745544
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0.8053044080734253
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0.788381040096283
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0.7873426079750061
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