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Statistical tests / Economic bubbles / Behavioral finance / Augmented Dickey–Fuller test / Bubble / Stock market bubble / Financial crisis / Structural break / Unit root test / Economics / Time series analysis / Statistics


Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500∗ Peter C. B. Phillips Yale University, University of Auckland, University of Southampton & Singapore Management University Shu
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Document Date: 2015-01-12 00:05:01


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File Size: 1,06 MB

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