Dating the Timeline of Financial Bubbles During the Subprime Crisis
Year of publication: |
2009-11
|
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Authors: | Phillips, Peter C. B. ; Yu, Jun |
Institutions: | School of Economics, Singapore Management University |
Subject: | Financial bubbles | Crashes | Date stamping | Explosive behavior | Mildly explosive process | Subprime crisis | Timeline |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 18-2009 41 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing |
Source: |
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Dating the Timeline of Financial Bubbles During the Subprime Crisis
Phillips, Peter C. B., (2009)
-
Dating the Timeline of Financial Bubbles During the Subprime Crisis
Phillips, Peter C.B., (2009)
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Dating the Timeline of Financial Bubbles during the Subprime Crisis
Phillips, Peter C. B., (2010)
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Phillips, Peter C. B., (2013)
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Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
Phillips, Peter C. B., (2013)
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Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
Phillips, Peter C. B., (2013)
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