psymonitor

MaRDI QIDQ45576swMATHFDO

Official website https://cran.r-project.org/web/packages/psymonitor/index.html

Source code repository https://github.com/cran/psymonitor

Described by source

• Real time monitoring of asset markets: bubbles and crises

Cited in

(13)

• Financial, macro and micro econometrics using R
• A time-varying parameter model for local explosions
• Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
• A two-step machine learning approach to predict S\&P 500 bubbles
• matconv
• spfrontier
• semsfa
• xtdcce2
• ssfa
• exuber
• MultipleBubbles
• radf
• Diversification benefits in the cryptocurrency market under mild explosivity

This page was built for software: psymonitor