TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS-Reference-Cited by-同舟云学术

TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS

Published:2015-10-28 Issue:4 Volume:56 Page:1079-1134
ISSN:0020-6598
Container-title:International Economic Review
language:en
Short-container-title:International Economic Review

Author:

Phillips Peter C. B.¹,Shi Shuping¹,Yu Jun¹

Affiliation:

1. Yale University, U.S.A, University of Auckland, New Zealand, University of Southampton, U.K., and Singapore Management University, Singapore; Macquarie University and CAMA, Australia; Singapore Management University; Singapore

Publisher

Wiley

Subject

Economics and Econometrics

Reference24 articles.

1. From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks;Bohl;Energy Economics,2013

2. Caspi , I. Right-Tailed ADF Tests: Eviews Add-in 2013

3. International Articles: Bubbles in South African House Prices and Their Impact on Consumption;Das;Journal of Real Estate Literature,2011

4. Bubbles in Food Commodity Markets: Four Decades of Evidence;Etienne;Journal of International Money and Finance,2014

5. Gilbert , C. L. Speculative Influences on Commodity Futures Prices 2006

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