Kristoffer Pons Bertelsen

CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

Department of Economics

University Park

DK-8000 Aarhus C

Denmark

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Scholarly Papers (1)

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Comparing the Supremum Augmented Dickey Fuller and Log Periodic Power Law Frameworks for Identifying Bubbles

Number of pages: 56 Posted: 07 Jun 2019
Kristoffer Pons Bertelsen
CREATES
Downloads 10 (595,863)

Abstract:

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rational bubbles, explosive processes, log periodic power law, critical points theory