psymonitor

swMATH33867MaRDI QIDQ45576FDOQ45576

Author name not available (Why is that?)

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

Described by source

• Real time monitoring of asset markets: Bubbles and crises

Cited In (5)

• Financial, macro and micro econometrics using R
• A two-step machine learning approach to predict S&P 500 bubbles
• A time-varying parameter model for local explosions
• Diversification benefits in the cryptocurrency market under mild explosivity
• SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY

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