Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition
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DOI: 10.1111/obes.12270
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Cited by:
- Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
- Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023.
"Real‐Time Monitoring of Bubbles and Crashes,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 482-513, June.
- Whitehouse, E. J. & Harvey, D. I. & Leybourne, S. J., 2022. "Real-time monitoring of bubbles and crashes," Working Papers 2022007, The University of Sheffield, Department of Economics.
- Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
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