Testing for Explosive Bubbles : A Review

This review discusses methods of testing for explosive bubbles in a time series. A large number of recently developed testing methods under various assumptions about innovations of the errors are covered. The review also considers the methods for dating the explosive (bubble) regimes. Special attention is devoted to time-varying volatility in the errors. Also, the modelling of possible relationship between the time series with explosive regimes are discussed

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Year of publication:	[2021]
Authors:	Skrobotov, Anton
Publisher:	[S.l.] : SSRN
Subject:	Spekulationsblase \| Bubbles \| Theorie \| Theory \| Börsenkurs \| Share price

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