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Real-Time Monitoring for Explosive Financial Bubbles
Astill, Sam; Harvey, David I.; Leybourne, Stephen J.; … - In: Journal of Time Series Analysis 39 (2018) 6, pp. 863-891
Persistent link: https://www.econbiz.de/10012094940
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Real‐time detection of regimes of predictability in the US equity premium
Harvey, David I.; Leybourne, Stephen J.; Sollis, Robert; … - In: Journal of Applied Econometrics 36 (2020) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10012273458
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Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 40 (2017), pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
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Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 624-650
Persistent link: https://www.econbiz.de/10013348446