Browsing FGV EESP - Escola de Economia de São Paulo by Author "Ferreira, Marcos Souza"
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Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test
Ferreira, Marcos Souza
2016-06-28Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to ...


