Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
David I. Harvey, Stephen J. Leybourne and Yang Zu
| Year of publication: |
2020
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Zu, Yang |
| Subject: | Spekulationsblase | Bubbles | Einheitswurzeltest | Unit root test | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466619000057 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156819