Testing for explosive bubbles in the presence of non-Gaussian conditions
Year of publication: |
2023
|
---|---|
Authors: | Feng, Hao |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 233.2023, p. 1-5
|
Subject: | Explosive bubble | Quantile regression | Non-Gaussian conditions | Commodity futures | Spekulationsblase | Bubbles | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Theorie | Theory | Regressionsanalyse | Regression analysis |
-
Testing for short explosive bubbles : a case of Brent oil futures price
Wang, Shaoping, (2023)
-
Forward and futures prices with bubbles
Jarrow, Robert A., (2009)
-
Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios, (2017)
- More ...
-
Albala-Bertrand, Jose Miguel, (2007)
-
Hao Feng, (2010)
-
Albala-Bertrand, José M., (2007)
- More ...