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DOI

This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered. The review also considers the methods for dating explosive (bubble) regimes. Special attention is devoted to time-varying volatility in the errors. Moreover, the modelling of possible relationships between time series with explosive regimes is discussed.
Язык оригиналаанглийский
ЖурналDependence Modeling
Том11
Номер выпуска1
Дата раннего онлайн-доступа21 фев 2023
DOI
СостояниеОпубликовано - 2023

ID: 103307863