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Heavy-tailed distributions
Periodically collapsing bubbles
16
Date-stamping strategy
8
Generalized sup ADF test
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Sup ADF test
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Multiple bubbles
7
Rational bubble
7
Bubbles
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Cointegration
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Spekulationsblase
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periodically collapsing bubbles
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Börsenkurs
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Explosivity
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Kointegration
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Oil-prices
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Periodically Collapsing Bubbles
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Share price
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Commodity Price Bubbles
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Date-Stamping Strategy
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Flexible Window
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Flexible window
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GSADF Test
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broad dividends
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macro factors
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stock prices
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Estimation
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Schätzung
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cointegration
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Aktienmarkt
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Markov switching ADF
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Yoon, Gawon
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Economic Modelling
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Some properties of
periodically
collapsing
bubbles
Yoon, Gawon
- In:
Economic Modelling
29
(
2012
)
2
,
pp. 299-302
This paper explores some properties of
periodically
collapsing
bubbles
, which are a very popular model in the bubbles …
Persistent link: https://www.econbiz.de/10010573276
Saved in:
2
Some properties of
periodically
collapsing
bubbles
Yoon, Gawon
- In:
Economic modelling
29
(
2012
)
2
,
pp. 299-302
Persistent link: https://www.econbiz.de/10009535996
Saved in:
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