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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Main Authors: | PHILLIPS, Peter C. B., SHI, Shuping, Jun YU |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2015
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Subjects: | |
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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