Testing for explosive bubbles in the presence of...

Testing for explosive bubbles in the presence of autocorrelated innovations

Pedersen, Thomas Quistgaard, Schütte, Erik Christian Montes
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Volume:
58
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2020.06.002
Date:
September, 2020
File:
PDF, 1.60 MB
2020
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