Testing for bubbles and change-points

DOI10.1016/j.jedc.2004.01.005zbMath1202.91349OpenAlexW2097012854MaRDI QIDQ953776

Gilles Teyssière, Alan P. Kirman

Publication date: 6 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2004.01.005

zbMATH Keywords

waveletsbubbleschange-pointlong-memory heteroskedasticitymarket interactionpseudo long-memory

Mathematics Subject Classification ID

Related Items (1)

A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation

Uses Software

• Diehard
• longmemo

Cites Work

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