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Rational speculative bubbles and commodities markets : application of duration dependence test?
Emekter, Riza; Jirasakuldech, Benjamas; Went, Peter - In: Applied financial economics 22 (2012) 7/9, pp. 581-596
Persistent link: https://www.econbiz.de/10009624351
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Misspecification of the breaking date in series with a change in the growth rate : effect on the LBI test for stationarity
Presno, Maria José; Ramos, Carmen - In: Applied economics letters 14 (2007) 10/12, pp. 845-850
Persistent link: https://www.econbiz.de/10003589447
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Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio - In: Energy economics 38 (2013), pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
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A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt; Wilfling, Bernd - In: Applied economics letters 25 (2018) 15, pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
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Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - In: Energy economics 70 (2018), pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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Crude oil and stock markets : stability, instability, and bubbles
Miller, J. Isaac; Ratti, Ronald A. - In: Energy economics 31 (2009) 4, pp. 559-568
Persistent link: https://www.econbiz.de/10003867817
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Listen to the signals from an interactive agent‐based model
Cheng, Po-Keng - In: Applied economics letters 28 (2021) 21, pp. 1884-1888
Persistent link: https://www.econbiz.de/10012697703