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07/17/2022
Testing for explosive bubbles: a review
This review discusses methods of testing for explosive bubbles in time s...
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10/09/2021
On the asymptotic behavior of bubble date estimators
In this study, we extend the three-regime bubble model of Pang et al. (2...
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06/01/2020
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence
Many key variables in finance, economics and risk management, including ...
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06/01/2020