Showing 1 - 10 of 723
Persistent link: https://www.econbiz.de/10011504767
Persistent link: https://www.econbiz.de/10010517071
Persistent link: https://www.econbiz.de/10011488077
and date-stamping financial bubbles. In Monte Carlo simulations, we show that the SADF and GSADF tests may reveal …). Simulating stock-price trajectories that contain these parametric bubbles, we demonstrate that the SADF and GSADF tests can have …
Persistent link: https://www.econbiz.de/10012287533
Persistent link: https://www.econbiz.de/10011488101
Persistent link: https://www.econbiz.de/10011488122
Persistent link: https://www.econbiz.de/10010491998
Persistent link: https://www.econbiz.de/10010494051
Persistent link: https://www.econbiz.de/10012207343
Persistent link: https://www.econbiz.de/10011487230