Dating financial bubbles via online multiple testing procedures

Author:

Genoni Giulia,Quatto Piero,Vacca GianmarcoORCID

Publisher

Elsevier BV

Subject

Finance

Reference12 articles.

1. Generalized α-investing: Definitions, optimality results and application to public databases;Aharoni;J. R. Stat. Soc. Ser. B Stat. Methodol.,2014

2. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Benjamini;J. R. Stat. Soc.: Ser. B (Methodol.),1995

3. The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets;Gharib;Finance Res. Lett.,2021

4. Econometric tests of asset price bubbles: Taking stock;Gürkaynak;J. Econ. Surv.,2008

5. How to identify the different phases of stock market bubbles statistically?;Horváth;Finance Res. Lett.,2022

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