Matches in SemOpenAlex for { <https://semopenalex.org/work/W4387374389> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W4387374389 endingPage "111391" @default.
- W4387374389 startingPage "111391" @default.
- W4387374389 abstract "This paper considers the problem of testing explosive bubbles under non-Gaussian conditions, which are quite common in financial data. Based on the generalized sup augmented Dickey-Fuller (GSADF) initiated by Phillips et al. (2015a), we propose a quantile-based version named QGSADF. The asymptotic distribution of the proposed test is derived and the simulations show that the new test obtains significant power gains under the premise of controlling size distortion under non-Gaussian conditions. The application to commodity futures prices suggests that QGSADF provides stronger evidential support for bubble behavior than the GSADF test." @default.
- W4387374389 created "2023-10-06" @default.
- W4387374389 creator A5014818059 @default.
- W4387374389 date "2023-10-01" @default.
- W4387374389 modified "2023-10-16" @default.
- W4387374389 title "Testing for explosive bubbles in the presence of non-Gaussian conditions" @default.
- W4387374389 cites W1706984740 @default.
- W4387374389 cites W2007180162 @default.
- W4387374389 cites W2032108633 @default.
- W4387374389 cites W2042969518 @default.
- W4387374389 cites W2139238934 @default.
- W4387374389 cites W2345280229 @default.
- W4387374389 cites W2933843155 @default.
- W4387374389 cites W3003205499 @default.
- W4387374389 cites W3035981231 @default.
- W4387374389 cites W3121133327 @default.
- W4387374389 cites W3125260748 @default.
- W4387374389 cites W4292673639 @default.
- W4387374389 doi "https://doi.org/10.1016/j.econlet.2023.111391" @default.
- W4387374389 hasPublicationYear "2023" @default.
- W4387374389 type Work @default.
- W4387374389 citedByCount "0" @default.
- W4387374389 crossrefType "journal-article" @default.
- W4387374389 hasAuthorship W4387374389A5014818059 @default.
- W4387374389 hasBestOaLocation W43873743891 @default.
- W4387374389 hasConcept C106159729 @default.
- W4387374389 hasConcept C106306483 @default.
- W4387374389 hasConcept C118671147 @default.
- W4387374389 hasConcept C121332964 @default.
- W4387374389 hasConcept C121864883 @default.
- W4387374389 hasConcept C126780896 @default.
- W4387374389 hasConcept C128063223 @default.
- W4387374389 hasConcept C129824826 @default.
- W4387374389 hasConcept C149782125 @default.
- W4387374389 hasConcept C154238967 @default.
- W4387374389 hasConcept C157915830 @default.
- W4387374389 hasConcept C162324750 @default.
- W4387374389 hasConcept C163716315 @default.
- W4387374389 hasConcept C173608175 @default.
- W4387374389 hasConcept C178790620 @default.
- W4387374389 hasConcept C185592680 @default.
- W4387374389 hasConcept C194257627 @default.
- W4387374389 hasConcept C2776257435 @default.
- W4387374389 hasConcept C28826006 @default.
- W4387374389 hasConcept C31258907 @default.
- W4387374389 hasConcept C33923547 @default.
- W4387374389 hasConcept C41008148 @default.
- W4387374389 hasConcept C62520636 @default.
- W4387374389 hasConceptScore W4387374389C106159729 @default.
- W4387374389 hasConceptScore W4387374389C106306483 @default.
- W4387374389 hasConceptScore W4387374389C118671147 @default.
- W4387374389 hasConceptScore W4387374389C121332964 @default.
- W4387374389 hasConceptScore W4387374389C121864883 @default.
- W4387374389 hasConceptScore W4387374389C126780896 @default.
- W4387374389 hasConceptScore W4387374389C128063223 @default.
- W4387374389 hasConceptScore W4387374389C129824826 @default.
- W4387374389 hasConceptScore W4387374389C149782125 @default.
- W4387374389 hasConceptScore W4387374389C154238967 @default.
- W4387374389 hasConceptScore W4387374389C157915830 @default.
- W4387374389 hasConceptScore W4387374389C162324750 @default.
- W4387374389 hasConceptScore W4387374389C163716315 @default.
- W4387374389 hasConceptScore W4387374389C173608175 @default.
- W4387374389 hasConceptScore W4387374389C178790620 @default.
- W4387374389 hasConceptScore W4387374389C185592680 @default.
- W4387374389 hasConceptScore W4387374389C194257627 @default.
- W4387374389 hasConceptScore W4387374389C2776257435 @default.
- W4387374389 hasConceptScore W4387374389C28826006 @default.
- W4387374389 hasConceptScore W4387374389C31258907 @default.
- W4387374389 hasConceptScore W4387374389C33923547 @default.
- W4387374389 hasConceptScore W4387374389C41008148 @default.
- W4387374389 hasConceptScore W4387374389C62520636 @default.
- W4387374389 hasLocation W43873743891 @default.
- W4387374389 hasOpenAccess W4387374389 @default.
- W4387374389 hasPrimaryLocation W43873743891 @default.
- W4387374389 hasRelatedWork W1488588773 @default.
- W4387374389 hasRelatedWork W1488761988 @default.
- W4387374389 hasRelatedWork W1572557500 @default.
- W4387374389 hasRelatedWork W2047938026 @default.
- W4387374389 hasRelatedWork W2048510477 @default.
- W4387374389 hasRelatedWork W2287334727 @default.
- W4387374389 hasRelatedWork W2347510524 @default.
- W4387374389 hasRelatedWork W2600150541 @default.
- W4387374389 hasRelatedWork W2762476777 @default.
- W4387374389 hasRelatedWork W3124946120 @default.
- W4387374389 isParatext "false" @default.
- W4387374389 isRetracted "false" @default.
- W4387374389 workType "article" @default.