Sup-ADF-style bubble-detection methods under test
Year of publication: |
2021
|
---|---|
Authors: | Monschang, Verena ; Wilfling, Bernd |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 1, p. 145-172
|
Subject: | Stock markets | Present-value model | Rational bubble | Explosiveness | SADF and GSADF tests | Bubble detection | Date-stamping | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Theorie | Theory | Statistischer Test | Statistical test | Schätzung | Estimation | Börsenkurs | Share price |
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Sup-ADF-style bubble-detection methods under test
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Sup-ADF-style bubble detection methods under test
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