Kräussl, Roman; Lehnert, Thorsten; Martelin, Nicolas - Luxembourg School of Finance, Faculté de droit, … - 2014
-tailed unit root test with forward recursive regressions (SADF test) to detect explosive behaviors directly in the time series of … American”) for the period from 1970 to 2013. We identify two historical speculative bubbles and find an explosive movement in …