Media type: E-Book Title: Robust testing for explosive behavior with strongly dependent errors Contributor: Lui, Yiu Lim [Author]; Phillips, Peter C. B. [Author]; Yu, Jun [Author] Published: Singapore: Singapore Management University, Oct 2022 Published in: Working paper ; 2022,11 Extent: 1 Online-Ressource (circa 69 Seiten); Illustrationen Language: English Keywords: HAR test ; Long memory ; Explosiveness ; Unit root test ; S&P 500 ; Graue Literatur Origination: Footnote: Access State: Open Access