A simple test for a bubble based on growth and acceleration

DOI10.1016/J.CSDA.2014.06.006zbMATH Open1466.62069OpenAlexW2007843530MaRDI QIDQ1659108

Philip Hans Franses

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.06.006

zbMATH Keywords

growthaccelerationtestspeculative bubbles

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• When bubbles burst: econometric tests based on structural breaks
• The Cusum Test with Ols Residuals
• Monitoring Structural Change

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