README.md
In NicolasRoever/TestingForRationalBubbles: TestingRationalBubbles
TestingForRationalBubbles
This is an implementation of the tests put forward by Homm, Ulrich, and Jörg Breitung. "Testing for speculative bubbles in stock markets: a comparison of alternative methods." Journal of Financial Econometrics 10.1 (2012): 198-231.
Note, that my implementation is not very computationally efficient, but focuses on easily understandable code.
I have implemented every of the 5 testing procedures from Homm, Breitung (2012) as a function with the option to change the parameter tau_null (refer to Homm, Breitung (2012) for the definition of this parameter).
NicolasRoever/TestingForRationalBubbles documentation built on Dec. 31, 2020, 3:22 p.m.
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TestingForRationalBubbles
This is an implementation of the tests put forward by Homm, Ulrich, and Jörg Breitung. "Testing for speculative bubbles in stock markets: a comparison of alternative methods." Journal of Financial Econometrics 10.1 (2012): 198-231.
Note, that my implementation is not very computationally efficient, but focuses on easily understandable code. I have implemented every of the 5 testing procedures from Homm, Breitung (2012) as a function with the option to change the parameter tau_null (refer to Homm, Breitung (2012) for the definition of this parameter).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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