The mirror of history : how to statistically identify stock market bubble bursts
Sabri Boubaker, Zhenya Liu, Tianqing Sui, Ling Zhai
| Year of publication: |
2022
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|---|---|
| Authors: | Boubaker, Sabri ; Liu, Zhenya ; Sui, Tianqing ; Zhai, Ling |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 204.2022, p. 128-147
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| Subject: | Bubble burst | Change-point detection | Stock markets | Transformation method | Aktienmarkt | Stock market | Spekulationsblase | Bubbles | Börsenkurs | Share price | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2022.09.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228489