Date-stamping multiple bubble regimes
Year of publication: |
2020
|
---|---|
Authors: | Harvey, David I. ; Leybourne, Stephen James ; Whitehouse, Emily J. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 226-246
|
Subject: | Break date estimation | Explosive autoregression | Multiple bubbles | Theorie | Theory | Spekulationsblase | Bubbles | Strukturbruch | Structural break | Kointegration | Cointegration | Schätzung | Estimation |
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