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Number of items: 4.

2018

Astill, Sam and Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert and Taylor, A.M. Robert (2018) Real-time monitoring for explosive financial bubbles. Journal of Time Series Analysis . ISSN 1467-9892

2016

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert (2016) Improving the accuracy of asset price bubble start and end date estimators. Journal of Empirical Finance, 40 . pp. 121-138. ISSN 1879-1727

2015

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert and Taylor, A.M. Robert (2015) Tests for explosive financial bubbles in the presence of non-stationary volatility. Journal of Empirical Finance, 38 (B). pp. 548-574. ISSN 1879-1727

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert (2015) Recursive right-tailed unit root tests for an explosive asset price bubble. Journal of Financial Econometrics, 13 (1). pp. 166-187. ISSN 1479-8417

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