Tests for an end-of-sample bubble in financial time series
Sam Astill, David I. Harvey, Stephen J. Leybourne, and A. M. Robert Taylor
| Year of publication: |
2017
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|---|---|
| Authors: | Astill, Sam ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 651-666
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| Subject: | Explosive autoregression | rational bubble | right-tailed unit root testing | sub-sampling | Theorie | Theory | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Börsenkurs | Share price | Statistischer Test | Statistical test | Finanzmarkt | Financial market | Schätzung | Estimation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2017.1307490 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795312