Supplement to two papers on multiple bubbles [Online supplementary materials]

This paper provides a supplement to two companion papers by the authors: “Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500” (PSY1 hereafter); and “Testing for Multiple Bubbles: Limit Theory of Real Time Detectors” (PSY2 hereafter). Section 1 supplements...

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Bibliographic Details
Main Authors: PHILLIPS, Peter C. B., SHI, Shuping, Jun YU
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
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Online Access:https://ink.library.smu.edu.sg/soe_research/2015
https://ink.library.smu.edu.sg/context/soe_research/article/3014/viewcontent/TechnicalNotes_Oct2014D.pdf
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Institution: Singapore Management University
Language: English

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