Dating the Timeline of Financial Bubbles During the Subprime Crisis

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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書目詳細資料
Main Authors:	PHILLIPS, Peter C. B., YU, Jun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2011
主題:	Financial bubbles crashes date stamping explosive behavior migration mildly explosive process subprime crisis timeline Econometrics Economics Finance Finance and Financial Management
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!
機構:	Singapore Management University
語言:	English

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