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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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Testing explosive bubbles with time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric theory 36 (2020) 1, pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
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Tests for an end-of-sample bubble in financial time series
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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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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Date-stamping multiple bubble regimes
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Journal of empirical finance 58 (2020), pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
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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
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Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 482-513
Persistent link: https://www.econbiz.de/10014304411