Dating for start and end period of historical crash and its application to real time bubble and crash detection

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Kim, Taejun (2023) Dating for start and end period of historical crash and its application to real time bubble and crash detection. MRes thesis, University of Nottingham.

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Item Type: Thesis (University of Nottingham only) (MRes)
Supervisors: Stephen, Leybourne
David, Harvey
Keywords: Heteroskedasticity; Financial crashes; Real time monitoring methods
Subjects: H Social sciences > HB Economic theory
Faculties/Schools: UK Campuses > Faculty of Social Sciences, Law and Education > School of Economics
Item ID: 76501
Depositing User: KIM, TAEJUN
Date Deposited: 12 Jan 2024 11:11
Last Modified: 12 Jan 2024 11:11
URI: https://eprints.nottingham.ac.uk/id/eprint/76501

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