Search Results - "rational bubble"

Recursive right-tailed unit root tests for an explosive asset price bubble by Harvey, David I., Leybourne, Stephen J., Sollis, Robert

Subjects: “…Rational bubble; Explosive autoregression; Unit root testing…”
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Improving the accuracy of asset price bubble start and end date estimators by Harvey, David I., Leybourne, Stephen J., Sollis, Robert

Subjects: “…Rational bubble; Explosive autoregression; Regime change; Break date estimation…”
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Real-time monitoring for explosive financial bubbles by Astill, Sam, Harvey, David I., Leybourne, Stephen J., Sollis, Robert, Taylor, A.M. Robert

Subjects: “…Rational bubble; Explosive autoregression; Real-time monitoring procedure; Subsampling…”
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What drives stock prices? Fundamentals, bubbles and investor behavior. by Chen, Y., Fraser, Patricia

Subjects: “…rational bubble…”
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Tests for an end-of-sample bubble in financial time series by Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, Robert

Subjects: “…Rational bubble; Explosive autoregression; Right-tailed unit root testing: Sub-sampling…”
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Tests for explosive financial bubbles in the presence of non-stationary volatility by Harvey, David I., Leybourne, Stephen J., Sollis, Robert, Taylor, A.M. Robert

Subjects: “…Rational bubble; Explosive autoregression; Non-stationary volatility; Right-tailed unit root testing…”
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Testing explosive bubbles with time-varying volatility by Harvey, David I., Leybourne, Stephen J., Zu, Yang

Subjects: “…Rational bubble; Explosive autoregression; Time-varying volatility; Weighted least squares; Right-tailed unit root testing…”
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