Testing explosive bubbles with time-varying volatility
David I. Harvey, Stephen J. Leybourne, and Yang Zu
| Year of publication: |
2019
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Zu, Yang |
| Subject: | Explosive autoregression | rational bubble | right-tailed unit root testing | time-varying volatility | weighted least squares | Volatilität | Volatility | Spekulationsblase | Bubbles | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1536099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181398