Dating the Timeline of Financial Bubbles during the Subprime Crisis
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- Peter C. B. Phillips & Jun Yu, 2011. "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.
- Peter C. B. Phillips & Jun Yu, 2009. "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Finance Working Papers 23051, East Asian Bureau of Economic Research.
- Peter C. B. Phillips & Jun Yu, 2009. "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers 18-2009, Singapore Management University, School of Economics.
- Peter C.B.Phillips & Jun Yu, 2009. "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers CoFie-07-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
References listed on IDEAS
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More about this item
Keywords
Financial bubbles; Crashes; Date stamping; Explosive behavior; Mildly explosive process; Subprime crisis; Timeline;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2010-09-25 (Econometric Time Series)
- NEP-SEA-2010-09-25 (South East Asia)
- NEP-URE-2010-09-25 (Urban and Real Estate Economics)
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