Dating financial bubbles via online multiple testing procedures
Giulia Genoni, Piero Quatto, Gianmarco Vacca
| Year of publication: |
2023
|
|---|---|
| Authors: | Genoni, Giulia ; Quatto, Piero ; Vacca, Gianmarco |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-13
|
| Subject: | Bubble dating | Exceedance control of the false discovery proportion | False discovery proportion | Online multiple testing procedure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104238 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581058