Testing for explosive bubbles: a review

Skrobotov, A

Skrobotov, A (通讯作者),St Petersburg State Univ, Russian Presidential Acad Natl Econ & Publ Adm, Ctr Econometr & Business Analyt, St Petersburg, Russia.

DEPENDENCE MODELING, 2023; 11 (1):

Abstract

This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assu......

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