Testing explosive bubbles with time-varying volatility (Q5860962)
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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 |
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Testing explosive bubbles with time-varying volatility (English)
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4 March 2022
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explosive autoregression
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rational bubble
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right-tailed unit root testing
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time-varying volatility
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weighted least squares
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