Sup-ADF-style bubble-detection methods under test
Year of publication: |
February 8, 2019
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Authors: | Monschang, Verena ; Wilfling, Bernd |
Published in: |
Jahrestagung 2019 ; no. G08-V4
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Publisher: |
[Leipzig] : Verein für Socialpolitik |
Subject: | Stock markets | present-value model | rational bubble | explosiveness | SADF and GSADF tests | bubble detection | date-stamping | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Theorie | Theory | Statistischer Test | Statistical test | Schätzung | Estimation | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/203568 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; c58 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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