dc.contributor.author |
Tao, Yubo |
en |
dc.contributor.author |
Phillips, Peter |
en |
dc.contributor.author |
Yu, Jun |
en |
dc.date.accessioned |
2019-06-10T01:59:29Z |
en |
dc.date.issued |
2019-04-01 |
en |
dc.identifier.citation |
Journal of Econometrics 209(2):208-237 01 Apr 2019 |
en |
dc.identifier.issn |
0304-4076 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/46907 |
en |
dc.language |
English |
en |
dc.publisher |
ELSEVIER SCIENCE SA |
en |
dc.relation.ispartofseries |
JOURNAL OF ECONOMETRICS |
en |
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.rights.uri |
https://creativecommons.org/licenses/by-nc-nd/4.0/ |
en |
dc.subject |
Social Sciences |
en |
dc.subject |
Science & Technology |
en |
dc.subject |
Physical Sciences |
en |
dc.subject |
Economics |
en |
dc.subject |
Mathematics, Interdisciplinary Applications |
en |
dc.subject |
Social Sciences, Mathematical Methods |
en |
dc.subject |
Business & Economics |
en |
dc.subject |
Mathematics |
en |
dc.subject |
Mathematical Methods In Social Sciences |
en |
dc.subject |
Continuous time models |
en |
dc.subject |
Explosive path |
en |
dc.subject |
Extreme behavior |
en |
dc.subject |
Random coefficient autoregression |
en |
dc.subject |
Infill asymptotics |
en |
dc.subject |
Bubble testing |
en |
dc.subject |
LIMIT THEORY |
en |
dc.subject |
UNIT-ROOT |
en |
dc.subject |
ASYMPTOTIC NORMALITY |
en |
dc.subject |
REALIZED VOLATILITY |
en |
dc.subject |
INFERENCE |
en |
dc.subject |
BUBBLES |
en |
dc.subject |
STATIONARY |
en |
dc.subject |
EXUBERANCE |
en |
dc.subject |
DIFFUSION |
en |
dc.subject |
MODEL |
en |
dc.title |
Random coefficient continuous systems: Testing for extreme sample path behavior |
en |
dc.type |
Journal Article |
en |
dc.identifier.doi |
10.1016/j.jeconom.2019.01.002 |
en |
pubs.issue |
2 |
en |
pubs.begin-page |
208 |
en |
pubs.volume |
209 |
en |
dc.rights.holder |
Copyright: The author |
en |
pubs.author-url |
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000463302700004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d |
en |
pubs.end-page |
237 |
en |
pubs.publication-status |
Published |
en |
dc.rights.accessrights |
http://purl.org/eprint/accessRights/OpenAccess |
en |
pubs.subtype |
Article |
en |
pubs.subtype |
Journal |
en |
pubs.elements-id |
761423 |
en |
pubs.org-id |
Business and Economics |
en |
pubs.org-id |
Economics |
en |
dc.identifier.eissn |
1872-6895 |
en |