Using covariates to improve the efficacy of univariate bubble detection methods
Sam Astill, A. M. Robert Taylor, Neil Kellard, Ioannis Korkos
| Year of publication: |
2023
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|---|---|
| Authors: | Astill, Sam ; Taylor, Robert ; Kellard, Neil ; Korkos, Ioannis |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 70.2023, p. 342-366
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| Subject: | Covariates | Explosive behaviour | i.i.d. residual bootstrap | Rational bubbles | Sub-sample unit root statistics | Spekulationsblase | Bubbles | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Einheitswurzeltest | Unit root test | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014423733