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~subject:"Bubbles"
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Bubbles
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Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
-
2010
Persistent link: https://www.econbiz.de/10008656743
Saved in:
2
Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping
;
Phillips, Peter C. B.
;
Yu, Jun
-
2011
Persistent link: https://www.econbiz.de/10009259877
Saved in:
3
Limit theory for an explosive autoregressive process
Wang, XiaoHu
;
Yu, Jun
- In:
Economics letters
126
(
2015
),
pp. 176-180
Persistent link: https://www.econbiz.de/10011377248
Saved in:
4
Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
3
,
pp. 455-491
Persistent link: https://www.econbiz.de/10009412953
Saved in:
5
Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1043-1078
Persistent link: https://www.econbiz.de/10011485252
Saved in:
6
Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
7
Detecting bubbles in Hong Kong residential property market
Yiu, Matthew S.
;
Yu, Jun
;
Lu, Jin
- In:
Journal of Asian economics
28
(
2013
),
pp. 115-124
Persistent link: https://www.econbiz.de/10010400859
Saved in:
8
Explosive behavior in the 1990s Nasdaq : when did exuberance escalate asset values?
Phillips, Peter C. B.
;
Wu, Yangru
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003842051
Saved in:
9
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013167755
Saved in:
10
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10012819732
Saved in:
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