Stock market volatility and multi-scale positive and negative bubbles
Year of publication: |
[2023]
|
---|---|
Authors: | Gupta, Rangan ; Nel, Jacobus ; Nielsen, Joshua ; Pierdzioch, Christian |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Multi-Scale Positive and Negative Bubbles | Realized Volatility | Nonparametric Causality-in-Quantiles Test | International Stock Markets | Volatilität | Volatility | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
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