Dating the Timeline of Financial Bubbles During the Subprime Crisis
A new recursive regression methodology is introduced to analyze the bubble characteristics of various financial time series during the subprime crisis. The methods modify a technique proposed in Phillips, Wu, and Yu (2011) and provide a technology for identifying bubble behavior with consistent dati...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2011
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1317 https://ink.library.smu.edu.sg/context/soe_research/article/2316/viewcontent/YuQE.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|