Real-time monitoring for explosive financial bubbles
We propose new methods for the real-time detection of explosive bubbles in financial time series. Most extant methods are constructed for a fixed sample of data and, as such, are only appropriate when applied as one-shot tests. Sequential application of these, declaring the presence of a bubble as s...
| Main Authors: | , , , , |
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| Format: | Article |
| Published: |
Wiley
2018
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/52265/ |