The Mirror of History: How to Statistically Identify Stock Market Bubble Bursts

S. Boubaker (), Zhenya Liu, Tianqing Sui and L. Zhai
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S. Boubaker: Métis Lab EM Normandie - EM Normandie - École de Management de Normandie = EM Normandie Business School, VNU - Vietnam National University [Hanoï], Swansea University
Zhenya Liu: Renmin University of China = Université Renmin de Chine, CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon
Tianqing Sui: Renmin University of China = Université Renmin de Chine
L. Zhai: Renmin University of China = Université Renmin de Chine

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Keywords: Bubble burst; Change-point detection; Stock markets; Transformation method (search for similar items in EconPapers)
Date: 2021-07-01
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Published in Financial Economics Meeting Crisis Challenges (FEM-2021), EDC Paris Business School and French Association of Financial Econometrics (FAFE), Jul 2021, Paris, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05076841

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