Detecting common bubbles in multivariate mixed causal-noncausal models
Year of publication: |
[2023]
|
---|---|
Authors: | Cubadda, Gianluca ; Hecq, Alain W. J. ; Voisin, Elisa |
Publisher: |
[Rom] : CEIS Tor Vergata |
Subject: | Forward-looking models | bubbles | co-movements | Spekulationsblase | Bubbles | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Börsenkurs | Share price |
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