Matches in SemOpenAlex for { <https://semopenalex.org/work/W3217236731> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W3217236731 endingPage "91" @default.
- W3217236731 startingPage "83" @default.
- W3217236731 abstract "Two robust tests on S&P 500 data show evidence of bubbles. A test of stationarity controlling for skewness and excess kurtosis is designed to detect periodically collapsing rational bubbles. Test for cointegration and direct tests on the price-dividend and price-earnings ratios cannot reject non-stationarity for all the samples considered. A test for explosive behavior on rolling window of the data also provide evidence of multiple bubbles and allow for dating of bubbles using the same set of variables. The two bubble episodes detected in all relevant cases are associated with the Spanish Flu in 1917 and the housing crisis in 2008." @default.
- W3217236731 created "2021-12-06" @default.
- W3217236731 creator A5086809092 @default.
- W3217236731 creator A5091009692 @default.
- W3217236731 date "2022-02-01" @default.
- W3217236731 modified "2023-09-27" @default.
- W3217236731 title "Detecting periodically collapsing bubbles in the S&P 500" @default.
- W3217236731 cites W1998293659 @default.
- W3217236731 cites W2042969518 @default.
- W3217236731 cites W2066313498 @default.
- W3217236731 cites W2091608586 @default.
- W3217236731 cites W2108754158 @default.
- W3217236731 cites W2115839797 @default.
- W3217236731 cites W2118371391 @default.
- W3217236731 cites W2123518587 @default.
- W3217236731 cites W2127647299 @default.
- W3217236731 cites W2139238934 @default.
- W3217236731 cites W2148907787 @default.
- W3217236731 cites W3021951040 @default.
- W3217236731 cites W3121133327 @default.
- W3217236731 cites W3124748466 @default.
- W3217236731 doi "https://doi.org/10.1016/j.qref.2021.11.005" @default.
- W3217236731 hasPublicationYear "2022" @default.
- W3217236731 type Work @default.
- W3217236731 sameAs 3217236731 @default.
- W3217236731 citedByCount "3" @default.
- W3217236731 countsByYear W32172367312023 @default.
- W3217236731 crossrefType "journal-article" @default.
- W3217236731 hasAuthorship W3217236731A5086809092 @default.
- W3217236731 hasAuthorship W3217236731A5091009692 @default.
- W3217236731 hasConcept C10138342 @default.
- W3217236731 hasConcept C105795698 @default.
- W3217236731 hasConcept C116168712 @default.
- W3217236731 hasConcept C122342681 @default.
- W3217236731 hasConcept C145162277 @default.
- W3217236731 hasConcept C149782125 @default.
- W3217236731 hasConcept C162324750 @default.
- W3217236731 hasConcept C166963901 @default.
- W3217236731 hasConcept C201543015 @default.
- W3217236731 hasConcept C2781426361 @default.
- W3217236731 hasConcept C33923547 @default.
- W3217236731 hasConcept C556758197 @default.
- W3217236731 hasConceptScore W3217236731C10138342 @default.
- W3217236731 hasConceptScore W3217236731C105795698 @default.
- W3217236731 hasConceptScore W3217236731C116168712 @default.
- W3217236731 hasConceptScore W3217236731C122342681 @default.
- W3217236731 hasConceptScore W3217236731C145162277 @default.
- W3217236731 hasConceptScore W3217236731C149782125 @default.
- W3217236731 hasConceptScore W3217236731C162324750 @default.
- W3217236731 hasConceptScore W3217236731C166963901 @default.
- W3217236731 hasConceptScore W3217236731C201543015 @default.
- W3217236731 hasConceptScore W3217236731C2781426361 @default.
- W3217236731 hasConceptScore W3217236731C33923547 @default.
- W3217236731 hasConceptScore W3217236731C556758197 @default.
- W3217236731 hasLocation W32172367311 @default.
- W3217236731 hasOpenAccess W3217236731 @default.
- W3217236731 hasPrimaryLocation W32172367311 @default.
- W3217236731 hasRelatedWork W1973538245 @default.
- W3217236731 hasRelatedWork W2059499809 @default.
- W3217236731 hasRelatedWork W2070783162 @default.
- W3217236731 hasRelatedWork W2100749708 @default.
- W3217236731 hasRelatedWork W242676990 @default.
- W3217236731 hasRelatedWork W2585151179 @default.
- W3217236731 hasRelatedWork W2586438398 @default.
- W3217236731 hasRelatedWork W2594900607 @default.
- W3217236731 hasRelatedWork W3125530257 @default.
- W3217236731 hasRelatedWork W331667891 @default.
- W3217236731 hasVolume "83" @default.
- W3217236731 isParatext "false" @default.
- W3217236731 isRetracted "false" @default.
- W3217236731 magId "3217236731" @default.
- W3217236731 workType "article" @default.