How to identify the different phases of stock market bubbles statistically?
Lajos Horváth, Hemei Li, Zhenya Liu
| Year of publication: |
2022
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|---|---|
| Authors: | Horváth, Lajos ; Li, Hemei ; Liu, Zhenya |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-11
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| Subject: | Change-point analysis | Phases of stock market bubbles | Weak-dependence assumption | Aktienmarkt | Stock market | Spekulationsblase | Bubbles | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102366 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341512