Common bubble detection in large dimensional financial systems

by Ye Chen, Peter C.B. Phillips, and Shuping Shi

Year of publication:	2020
Authors:	Chen, Ye ; Phillips, Peter C. B. ; Shi, Shuping
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Common Bubbles \| Mildly Explosive Process \| Factor Analysis \| Date Stamping \| Real Estate Markets \| Spekulationsblase \| Bubbles \| Immobilienmarkt \| Real estate market \| Faktorenanalyse \| Factor analysis \| Theorie \| Theory \| Immobilienpreis \| Real estate price \| Finanzmarkt \| Financial market \| Finanzkrise \| Financial crisis \| Börsenkurs \| Share price

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