Pages that link to "Item:Q5744881"

The following pages link to TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881):

Displaying 16 items.

• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
• Double asymptotics for explosive continuous time models (Q284296) (← links)
• Limit theory for an explosive autoregressive process (Q498795) (← links)
• Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
• Classic rational bubbles and representativeness (Q1640173) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
• What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (Q1669692) (← links)
• Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
• Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Do 18th century `bubbles' survive the scrutiny of 21st century time series econometrics? (Q1787251) (← links)
• Limit theory for mildly integrated process with intercept (Q1787286) (← links)
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
• TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (Q5744882) (← links)
• A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool (Q6497074) (← links)