Recursive right-tailed unit root tests for an explosive asset price bubble
David I. Harvey; Stephen J. Leybourne; Robert Sollis
| Year of publication: |
2015
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Sollis, Robert |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 1, p. 166-187
|
| Subject: | rational bubble | explosive autoregression | unit root testing | Einheitswurzeltest | Unit root test | Spekulationsblase | Bubbles | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519657