How to identify the different phases of stock market bubbles statistically?

Lajos Horvath, Hemei Li and Zhenya Liu
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Zhenya Liu: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon

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Date: 2021-08
Note: View the original document on HAL open archive server: https://hal.science/hal-03511435v1
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Published in Finance Research Letters, 2021, pp.102366. ⟨10.1016/j.frl.2021.102366⟩

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Journal Article: How to identify the different phases of stock market bubbles statistically? (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03511435

DOI: 10.1016/j.frl.2021.102366

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