Real-time monitoring procedures for early detection of bubbles

Whitehouse, E.J. orcid.org/0000-0002-8565-8420, Harvey, D.I. and Leybourne, S.J. (2025) Real-time monitoring procedures for early detection of bubbles. International Journal of Forecasting. ISSN 0169-2070

Abstract

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Item Type: Article
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Copyright, Publisher and Additional Information:

© 2025 The Authors. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

Keywords: Real-time monitoring; Bubble; Explosive autoregression
Dates:
  • Published: 27 January 2025
  • Published (online): 27 January 2025
  • Accepted: 25 December 2024
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 09 Jan 2025 09:03
Last Modified: 27 Jan 2025 15:12
Status: Published online
Publisher: Elsevier
Refereed: Yes
Identification Number: 10.1016/j.ijforecast.2024.12.005
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