Stock market bubbles and anti-bubbles
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DOI: 10.1016/j.irfa.2018.07.012
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More about this item
Keywords
Asset pricing; Bubbles; Multiple bubbles; Price explosiveness; Explosive autoregression;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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