FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
By Peter C. B. Phillips, Shuping Shi. Econometric Theory, 2017
149 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/3765c7407037834a695d673d5a342c5e60035405
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Shuping Shi
- Peter C. B. Phillips
- Yixiao Sun
- Sainan Jin
- Jun Yu
- Liangjun Su
- Tassos Magdalinos
- Donggyu Sul
In Finance
- Shuping Shi
- Peter C. B. Phillips
- Jun Yu
- Tassos Magdalinos
- Yixiao Sun
- Sainan Jin
- Yoosoon Chang
- Paresh Kumar Narayan
Citations in the corpus
- Real time monitoring of asset markets: Bubbles and crises (2018, background): “The dynamics of asset prices during crisis periods may be modeled as a random drift martingale process (Phillips and Shi, 2018)”