Work

Common Bubble Detection in Large Dimensional Financial Systems

Year: 2019

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbab027

Authors: Ye Chen, Peter C B Phillips, Shuping Shi

Institutions: Capital University of Economics and Business, University of Auckland, Yale University, University of Southampton, Singapore Management University, Macquarie University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, National Natural Science Foundation of China, Australian Research Council

Awards: G3412337196, Measuring uncertainty in global housing markets and its risk to Australia, Function Space Trend Determination using Machine Learning

OpenAlex ID: W3048674328

FWCI: 1.514

Cites: 69

Cited by: 22

Related to: 10