Explosive bubble modelling by noncausal process
Year of publication: |
2013
|
---|---|
Authors: | Gouriéroux, Christian ; Zakoïan, Jean-Michel |
Publisher: |
[S.l.] : CREST |
Subject: | Spekulationsblase | Bubbles | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test |
-
On testing for bubbles during hyperinflations
Morita, Rubens, (2024)
-
Limit theory for an explosive autoregressive process
Wang, XiaoHu, (2015)
-
Tests for an end-of-sample bubble in financial time series
Astill, Sam, (2017)
- More ...
-
Gouriéroux, Christian, (2013)
-
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian, (2018)
-
GARCH models : structure, statistical inference and financial applications
Francq, Christian, (2010)
- More ...