Showing 1 - 10 of 1,613
Persistent link: https://www.econbiz.de/10001441775
Persistent link: https://www.econbiz.de/10009510011
Persistent link: https://www.econbiz.de/10003656032
Persistent link: https://www.econbiz.de/10000921519
Persistent link: https://www.econbiz.de/10012542385
Persistent link: https://www.econbiz.de/10012440085
Persistent link: https://www.econbiz.de/10000982146
Persistent link: https://www.econbiz.de/10000921363
Persistent link: https://www.econbiz.de/10000998751
We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS detection problem. This allows us to disentangle...
Persistent link: https://www.econbiz.de/10011412424