Pages that link to "Item:Q5864642"
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The following pages link to Tests for an end-of-sample bubble in financial time series (Q5864642):
Displaying 8 items.
- Testing for bubbles and change-points (Q953776) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
- CHANGE-POINT ANALYSIS OF ASSET PRICE BUBBLES WITH POWER-LAW HAZARD FUNCTION (Q5207487) (← links)
- Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
- A two-step machine learning approach to predict S&P 500 bubbles (Q5861221) (← links)
- <i>Econometric Reviews</i> honors Esfandiar Maasoumi (Q5864635) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)