Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
by Peter C. B. Phillips, Shuping Shi, and Jun Yu
| Year of publication: |
November 2015
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|---|---|
| Authors: | Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 56.2015, 4, p. 1043-1078
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| Subject: | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Aktienindex | Stock index | USA | United States | 1871-2010 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485252