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When bubbles burst: econometric tests based on structural breaks · Study

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ArticleWhen bubbles burst: econometric tests based on structural breaks

Jörg Breitung2013

Article2013

When bubbles burst: econometric tests based on structural breaks

Jörg Breitung · Robinson Kruse

27 citations·0/0 files stored·Statistical Papers

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Economic theories and models

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References

1900Théorie de la spéculation 1988Tests For Unit Roots: A Monte Carlo Investigation 1982Bubbles, Rational Expectations and Financial Markets 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1989Tests for Unit Roots: A Monte Carlo Investigation 2011Dating the timeline of financial bubbles during the subprime crisis 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods

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Year2013

Typearticle

Published2013-01-08

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s00362-012-0497-3

openalex_workW1985524401

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