Stock market volatility and multi-scale positive and negative bubbles
Rangan Gupta, Jacobus Nel, Joshua Nielsen, Christian Pierdzioch
| Year of publication: |
2025
|
|---|---|
| Authors: | Gupta, Rangan ; Nel, Jacobus ; Nielsen, Joshua ; Pierdzioch, Christian |
| Subject: | International stock markets | Multi-scale positive and negative bubbles | Nonparametric causality-in-quantiles test | Realized volatility | Volatilität | Volatility | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015359814