Real time monitoring of asset markets: Bubbles and crises
From MaRDI portal
Publication:3295736
DOI10.1016/bs.host.2018.12.002zbMath1443.62368OpenAlexW2910640390MaRDI QIDQ3295736
Shuping Shi, Peter C. B. Phillips
Publication date: 10 July 2020
Published in: Handbook of Statistics (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d21/d2152.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40) Economic time series analysis (91B84)
Related Items (8)
Testing for exuberance in house prices using data sampled at different frequencies ⋮ Rational bubbles: too many to be true? ⋮ Bubble economics ⋮ Testing for explosive bubbles: a review ⋮ Robust testing for explosive behavior with strongly dependent errors ⋮ Diversification benefits in the cryptocurrency market under mild explosivity ⋮ psymonitor ⋮ A time-varying parameter model for local explosions
Uses Software
This page was built for publication: Real time monitoring of asset markets: Bubbles and crises
