Testing for Multiple Bubbles
Identifying explosive bubbles that are characterized by periodically collapsing behavior over time has been a major concern in the literature and is of great importance for practitioners. The complexity of the nonlinear structure in multiple bubble phenomena diminishes the discriminatory power of ex...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1302 https://ink.library.smu.edu.sg/context/soe_research/article/2301/viewcontent/GSADFtest_May2011D09_2011.pdf |
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| Institution: | Singapore Management University |
| Language: | English |