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Improving the accuracy of asset price bubble start and end date estimators

Lookup NU author(s): Professor Robert SollisORCiD

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Author(s): Harvey DI, Leybourne SJ, Sollis R

Publication type: Article

Publication status: Published

Journal: Journal of Empirical Finance

Year: 2017

Volume: 40

Pages: 121-138

Print publication date: 01/01/2017

Online publication date: 09/11/2016

Acceptance date: 04/11/2016

Date deposited: 09/11/2016

ISSN (print): 0927-5398

Publisher: Elsevier BV

URL: http://dx.doi.org/10.1016/j.jempfin.2016.11.001

DOI: 10.1016/j.jempfin.2016.11.001

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