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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1317 https://ink.library.smu.edu.sg/context/soe_research/article/2316/viewcontent/YuQE.pdf |
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| Institution: | Singapore Management University |
| Language: | English |