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SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY

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2013Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour162 cited

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2020Sup-ADF-style bubble-detection methods under test28 cited
2021CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility27 cited