Testing for Multiple Bubbles : Historical Episodes of Exuberance and Collapse in the S&P 500
Year of publication: |
2013
|
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Authors: | Phillips, Peter C. B. |
Other Persons: | Shi, Shuping (contributor) ; Yu, Jun (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (46 p) |
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Series: | Cowles Foundation Discussion Paper ; No. 1914 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2327609 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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