Common bubble detection in large dimensional financial systems
Year of publication: |
2023
|
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Authors: | Chen, Ye ; Phillips, Peter C. B. ; Shi, Shuping |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 4, p. 989-1063
|
Subject: | common bubbles | date stamping | factor analysis | mildly explosive process | real estate markets | Spekulationsblase | Bubbles | Immobilienmarkt | Real estate market | Faktorenanalyse | Factor analysis | Theorie | Theory | Immobilienpreis | Real estate price |
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