Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
Identification of financial bubbles and crisis is a topic of major concern since it is important to prevent collapses that can severely impact nations and economies. Our analysis deals with the use of the recently proposed "delay vector variance" (DVV) method, which examines local predictability...