Testing for neglected strong dependence in explosive models
Christoph Wegener, co-authored with Robinson Kruse
| Year of publication: |
2016
|
|---|---|
| Authors: | Wegener, Christoph ; Kruse, Robinson |
| Published in: |
Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness. - Hannover. - 2016, p. 7-12
|
| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Spekulationsblase | Bubbles |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011633904