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Duration dependence testing for speculative bubbles
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-1-4899-2953-2openalex-snapshot
Statistical Analysis of Reliability Data
inferredcites →https://doi.org/10.1016/0016-3287(83)90058-7openalex-snapshot
Crises in the economic and financial structure
inferredcites →https://doi.org/10.1016/0304-405x(89)90095-0openalex-snapshot
Business conditions and expected returns on stocks and bonds
inferredcites →https://doi.org/10.1016/s0927-538x(97)00027-9openalex-snapshot
Are there rational speculative bubbles in Asian stock markets?
inferredcites →https://doi.org/10.1080/758522757openalex-snapshot
Duration dependence in the US stock market cycle: a parametric approach
inferredcites →https://doi.org/10.1201/9780203738726openalex-snapshot
Statistical Analysis of Reliability Data
inferredcites →https://doi.org/10.2307/1914140openalex-snapshot
Econometric Methods for the Duration of Unemployment
inferredcites →https://doi.org/10.2307/2109515openalex-snapshot
Business Cycle Duration Dependence: A Parametric Approach
inferredcites →https://doi.org/10.2307/2233912openalex-snapshot
The Theory of Rational Bubbles in Stock Prices
inferredcites →https://doi.org/10.2307/2331336openalex-snapshot
Bubbles, Stock Returns, and Duration Dependence
inferredcites →https://doi.org/10.2307/2555928openalex-snapshot
The Timing of Out-of-Court Settlements
inferredcites →https://doi.org/10.3386/w0945openalex-snapshot
Bubbles, Rational Expectations and Financial Markets
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Clauses with Claws: Reducing Agency Costs in Late-Merging SPACs
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Do Bubbles and Crashes Migrate within and from China?
inferred← citeshttps://doi.org/10.1007/978-3-030-17123-0_4openalex-snapshot
A Chinese Style Speculative Market
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Stock Market Bubble Migration: From Shanghai to Hong Kong
inferred← citeshttps://doi.org/10.1007/978-3-642-32419-2_8openalex-snapshot
Improved Shape Parameter Estimation in a Discrete Weibull Model
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Pension Funds in Emerging Markets: A Projection of Mexican Pension Assets
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Do speculative bubbles migrate in the Chinese stock market?
inferred← citeshttps://doi.org/10.1007/s11146-007-9007-0openalex-snapshot
Have Equity REITs Experienced Periodically Collapsing Bubbles?
inferred← citeshttps://doi.org/10.1007/s12197-016-9369-3openalex-snapshot
Searching for rational bubble footprints in the Singaporean and Indonesian stock markets
inferred← citeshttps://doi.org/10.1016/j.cesjef.2015.05.001openalex-snapshot
Burbujas especulativas: el estado de una cuestión poco estudiada
inferred← citeshttps://doi.org/10.1016/j.frl.2023.104642openalex-snapshot
Testing the hypothesis of duration dependence in the U.S. housing market
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.02.015openalex-snapshot
A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
inferred← citeshttps://doi.org/10.1016/j.jempfin.2016.07.001openalex-snapshot
How regular are directional movements in commodity and asset prices? A Wald test
inferred← citeshttps://doi.org/10.1080/00036846.2014.969824openalex-snapshot
Bubbles and the Weibull distribution: was there an explosive bubble in US stock prices before the global economic crisis?
inferred← citeshttps://doi.org/10.1080/00036846.2014.985370openalex-snapshot
The duration analysis of structural breaks: is stability destabilizing?
inferred← citeshttps://doi.org/10.1080/09603100500378997openalex-snapshot
Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies
inferred← citeshttps://doi.org/10.1108/ijaim-11-2013-0063openalex-snapshot
Bubble footprints in the Malaysian stock market: are they rational?
inferred← citeshttps://doi.org/10.1177/0972652714534023openalex-snapshot
Applying Approximate Entropy (ApEn) to Speculative Bubble in the Stock Market
inferred← citeshttps://doi.org/10.2139/ssrn.5257914openalex-snapshot
Clauses with Claws: Reducing Agency Costs in Late-Merging Spacs
inferred← citeshttps://doi.org/10.2139/ssrn.6350016openalex-snapshot
Clauses with Claws: Reducing Agency Costs in Late-Merging SPACs
inferred← citeshttps://doi.org/10.7190/shu-thesis-00226openalex-snapshot
Stochastic Modelling of the Banking Sector of the Nigerian Stock Market
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