Detecting bubbles via FDR and FNR based on calibrated p-values

Giulia Genoni, Piero Quatto and Gianmarco Vacca

Year of publication:	2024
Authors:	Genoni, Giulia ; Quatto, Piero ; Vacca, Gianmarco
Subject:	Bubble dating \| False discovery rate \| False non-discovery rate \| Online multiple tests \| Unit root test \| Spekulationsblase \| Bubbles \| Einheitswurzeltest \| Statistischer Test \| Statistical test \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Bootstrap-Verfahren \| Bootstrap approach

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