Sup-ADF-style bubble-detection methods under test
Verena Monschang, Bernd Wilfling
| Year of publication: |
2021
|
|---|---|
| Authors: | Monschang, Verena ; Wilfling, Bernd |
| Subject: | Stock markets | Present-value model | Rational bubble | Explosiveness | SADF and GSADF tests | Bubble detection | Date-stamping | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price | Statistischer Test | Statistical test | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01859-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012585891