Monschang, Verena; Wilfling, Bernd - In: Empirical Economics 61 (2020) 1, pp. 145-172
several heteroscedasticity-adjusted sup-ADF-style tests for detecting and date-stamping financial bubbles. Our Monte Carlo … compare the effectiveness of two real-time bubble date-stamping procedures (Procedures 1 and 2), both based on variants of the … use NASDAQ data covering a time-span of 45 years and find that the bubble date-stamping outcomes of both procedures are …