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Preprint . 2022
License: CC BY
Data sources: Datacite
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Explosive Bubble Testing: An Overview

descriptionPublicationkeyboard_double_arrow_right Preprint 05 Dec 2022Publisher:Zenodo
Authors: A. Skrobotov;

doi: 10.5281/zenodo.7400821 , 10.5281/zenodo.7400822

Explosive Bubble Testing: An Overview

Abstract

This paper provides an overview of methods of testing for explosive bubbles in time series. Various issues associated with the inclusion of constants in regression, the problem of initial condition and the problem of possible non-stationary volatility in the dynamics of a time series are considered. Methods for dating the explosive bubbles are also discussed.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
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