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Testing for multiple bubbles in the copper price: Periodically collapsing behavior
This study investigates whether multiple bubbles exist in the copper price on the basis of the Generalized Supremum Augmented Dickey-Fuller (GSADF) approach (Phillips et al., 2013). This technique delivers date-stamping strategies for the emergence as well as collapse of explosive bubble episodes an...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7147841/ https://www.ncbi.nlm.nih.gov/pubmed/34170991 http://dx.doi.org/10.1016/j.resourpol.2020.101587 |