Testing for speculative bubbles in lLarge-dimensional financial panel data sets

Tetsushi Horie, Yohei Yamamoto

Year of publication:	June 2016
Authors:	Horie, Tetsushi ; Yamamoto, Yohei
Publisher:	Tokyo : Graduate School of Economics, Hitotsubashi University
Subject:	speculative bubbles \| explosive behaviors \| factor model \| moderate deviations \| local asymptotic power \| nonmonotonic power \| Finanzkrise \| Financial crisis \| Spekulationsblase \| Bubbles \| Wechselkurs \| Exchange rate \| US-Dollar \| US dollar \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Welt \| World

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011549886

A service of the