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 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
• Diversification benefits in the cryptocurrency market under mild explosivity

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