Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Year of publication: |
2015
|
---|---|
Authors: | Yuhn, Ky-hyang ; Kim, Sang Bong ; Nam, Chu-ha |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 1/3, p. 255-271
|
Subject: | stationarity | unit roots | cointegration | duration dependence | Weibull distribution | bursting rate | Spekulationsblase | Bubbles | Börsenkurs | Share price | Theorie | Theory | Einheitswurzeltest | Unit root test | Finanzkrise | Financial crisis | USA | United States | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Kointegration | Cointegration |
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