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Testing for co-explosive behaviour in financial time series

Lookup NU author(s): Professor Robert SollisORCiD

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Author(s): Evripidou AC, Harvey DI, Leybourne SJ, Sollis R

Publication type: Article

Publication status: Published

Journal: Oxford Bulletin of Economics and Statistics

Year: 2022

Volume: 84

Issue: 3

Pages: 624-650

Print publication date: 01/06/2022

Online publication date: 09/03/2022

Acceptance date: 26/07/2019

Date deposited: 20/01/2022

ISSN (print): 0305-9049

ISSN (electronic): 1468-0084

Publisher: John Wiley & Sons, Inc.

URL: https://doi.org/10.1111/obes.12487

DOI: 10.1111/obes.12487

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