Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Vicente Esteve, María A. Prats
| Year of publication: |
2023
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|---|---|
| Authors: | Esteve García, Vicente ; Prats, María A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-7
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| Subject: | Explosive autoregression | Public debt | Rational bubble | Right-tailed unit root testing | Time-varying volatility | Spekulationsblase | Bubbles | Volatilität | Volatility | Öffentliche Schulden | Einheitswurzeltest | Unit root test | Spanien | Spain | Schätzung | Estimation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304848