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Expanded BSADF test in the presence of breaks in time trend : a further analysis on the recent bubble phenomenon in China's stock market
Yu, Jiyu; Ma, Zixiang - In: Applied economics letters 26 (2019) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10012204130
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A specification test for speculative bubbles
West, Kenneth D. - 1986
Persistent link: https://www.econbiz.de/10000709324
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Long memory and disaggregated energy consumption : evidence from fossils, coal and electricity retail in the US
Apergēs, Nikolaos; Tsoumas, Chris - In: Energy economics 34 (2012) 4, pp. 1082-1087
Persistent link: https://www.econbiz.de/10009687378
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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Why do speculative bubbles gather steam? : some international evidence
Kizys, Renatas; Pierdzioch, Christian - In: Applied economics letters 19 (2012) 10/12, pp. 1089-1093
Persistent link: https://www.econbiz.de/10009655646
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An examination of higher-moment contagion during the South Sea Bubble
Hasan, Mohammad S.; Gausden, Robert; Kume, Ortenca - In: Applied economics letters 29 (2022) 20, pp. 1949-1953
Persistent link: https://www.econbiz.de/10013412340
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936