exuber

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Econometric Analysis of Explosive Time Series

Simon Spavound, Kostas Vasilopoulos, Efthymios Pavlidis, Enrique Martínez-garcía

Last update: 22 March 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.2

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

Cites work

• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
• Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
• exuber: Recursive Right-Tailed Unit Root Testing with R

Cited In (1)

• Real time monitoring of asset markets: Bubbles and crises

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