Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid confidence intervals for explosive growth rates. The method involves the recursive implementation of a right-side u...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1155 https://ink.library.smu.edu.sg/context/soe_research/article/2154/viewcontent/IERMS22578Revised.pdf |
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| Institution: | Singapore Management University |
| Language: | English |