In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence

DOI10.1002/for.2269zbMath1397.62538OpenAlexW2317381925MaRDI QIDQ4687487

Helmut Herwartz, Konstantin A. Kholodilin

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://www.diw.de/documents/publikationen/73/diw_01.c.388967.de/dp1173.pdf

zbMATH Keywords

financial ratiospanel logit regressionprice bubble periods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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