Pages that link to "Item:Q5093185"
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The following pages link to Testing for rational bubbles in a coexplosive vector autoregression (Q5093185):
Displaying 10 items.
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- Are there speculative bubbles in stock markets? Evidence from an alternative approach (Q660062) (← links)
- Rational bubbles. A test (Q690172) (← links)
- Periodically collapsing stock price bubbles: A robust test (Q1274657) (← links)
- Rational bubbles. Theoretical basis, economic relevance, and empirical evidence with a special emphasis on the German stock market (Q1358793) (← links)
- Asset price bubbles: invariance theorems (Q2170295) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)