Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Testing explosive bubbles with time-varying volatility - MaRDI portal

Testing explosive bubbles with time-varying volatility (Q5860962)

From MaRDI portal
scientific article; zbMATH DE number 7484493
Language Label Description Also known as
English
Testing explosive bubbles with time-varying volatility
scientific article; zbMATH DE number 7484493

    Statements

    title
    Testing explosive bubbles with time-varying volatility (English)
    0 references
    author
    David I. Harvey
    0 references
    Stephen J. Leybourne
    0 references
    Yang Zu
    0 references
    publication date
    4 March 2022
    0 references
    zbMATH Keywords
    explosive autoregression
    0 references
    rational bubble
    0 references
    right-tailed unit root testing
    0 references
    time-varying volatility
    0 references
    weighted least squares
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P20
    0 references
    62M10
    0 references
    62P05
    0 references
    91B62
    0 references
    zbMATH DE Number
    7484493
    0 references
    OpenAlex ID
    W2896420624
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5860962&oldid=36774252"
    Powered by MediaWiki