Improving the accuracy of asset price bubble start and end date estimators

David I. Harvey, Stephen J. Leybourne, Robert Sollis

Year of publication:	January 2017
Authors:	Harvey, David I. ; Leybourne, Stephen James ; Sollis, Robert
Published in:	Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 40.2017, p. 121-138
Subject:	Rational bubble \| Explosive autoregression \| Regime change \| Break date estimation \| Spekulationsblase \| Bubbles \| Börsenkurs \| Share price \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| Strukturbruch \| Structural break \| Schätztheorie \| Estimation theory

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