Dating financial bubbles via online multiple testing procedures
Year of publication: |
2023
|
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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 | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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