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Sup-ADF-style bubble-detection methods under test
Monschang, Verena; Wilfling, Bernd - 2019
In this paper we analyze the performance of supremum augmented Dickey-Fuller (SADF), generalized SADF (GSADF), and backward SADF (BSADF) tests, as introduced by Phillips et al. (International Economic Review 56:1043-1078, 2015) for detecting and date-stamping financial bubbles. In Monte Carlo...
Persistent link: https://www.econbiz.de/10012287533
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Discussion of "the impact of IFRS goodwill reporting on financial analysts' equity valuation judgements: some experimental evidence"
Du, Fei - In: Accounting and finance : journal of the Accounting … 56 (2016) 1, pp. 159-164
Persistent link: https://www.econbiz.de/10011574189
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert - 1995
Persistent link: https://www.econbiz.de/10000919875
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Modelling financial time series
Taylor, Stephen J. - 1986
Persistent link: https://www.econbiz.de/10000692464
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Fraktale, Long Memory und Aktienkurse : eine statistische Analyse für den deutschen Aktienmarkt
Barth, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000930705
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Chaos und Zufall am deutschen Aktienmarkt : eine Studie über nichtlineare Dynamiken, Volatilität und Effizienz
Elsner, Jürgen - 1996
Persistent link: https://www.econbiz.de/10000927877
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - In: Journal of monetary economics 76 (2015), pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
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Time scale and fractionality in financial time series
Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93
Persistent link: https://www.econbiz.de/10011695555
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An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon - 2002
Persistent link: https://www.econbiz.de/10001581851