Using covariates to improve the efficacy of univariate bubble detection methods
Year of publication: |
2023
|
---|---|
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
|
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 |
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