Areal, Francisco J; Balcombe, Kelvin; Rapsomanikis, George - Volkswirtschaftliche Fakultät, … - 2013
A number of tests and dating algorithms have been developed and used to identify rapid increases in prices followed by a collapse, also known as explosive bubbles (Phillips, Wu and Yu, 2011; Phillips, Shi and Yu, 2012; Gilbert, 2009; Gutierrez, forthcoming). Previous analysis on agriculture commodities by...