Narrow search
Showing 1 - 6 of 6
Cover Image
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
Phillips, Peter C. B.; Wu, Yangru; Yu, Jun - In: International economic review 52 (2011) 1, pp. 201-227
Persistent link: https://www.econbiz.de/10008847570
Cover Image
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - In: International economic review 64 (2023) 4, pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
Cover Image
Explosive behavior in the 1990s NASDAQ : when did exuberance escalate asset values?
Phillips, Peter C. B.; Wu, Yangru; Yu, Jun - In: International economic review 52 (2011) 1, pp. 201-226
Persistent link: https://www.econbiz.de/10008934701
Cover Image
Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1043-1078
Persistent link: https://www.econbiz.de/10011485252
Cover Image
Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Cover Image
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
Phillips, Peter C.B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10007285770