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Aktienmarkt
Periodically collapsing bubbles
16
Date-stamping strategy
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Generalized sup ADF test
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Multiple bubbles
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periodically collapsing bubbles
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Periodically Collapsing Bubbles
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Share price
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broad dividends
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Nguyen, Quynh Nhu
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Tran Thi Bich Ngoc
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Waters, George
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Detecting
periodically
collapsing
bubbles
in the S&P 500
Nguyen, Quynh Nhu
;
Waters, George
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 83-91
Persistent link: https://www.econbiz.de/10013258514
Saved in:
2
Speculative bubbles in emerging stock markets and macroeconomic factors : a new empirical evidence for Asia and Latin America
Tran Thi Bich Ngoc
- In:
Research in international business and finance
42
(
2017
),
pp. 454-467
Persistent link: https://www.econbiz.de/10011750427
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