Showing 11 - 20 of 865,402
Persistent link: https://www.econbiz.de/10001316630
Persistent link: https://www.econbiz.de/10011670815
Persistent link: https://www.econbiz.de/10001284810
Persistent link: https://www.econbiz.de/10000623833
Persistent link: https://www.econbiz.de/10001643919
Persistent link: https://www.econbiz.de/10000940403
Persistent link: https://www.econbiz.de/10000898885
Persistent link: https://www.econbiz.de/10000886406
Persistent link: https://www.econbiz.de/10011375632
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