Dating financial bubbles via online multiple testing procedures

Giulia Genoni, Piero Quatto, Gianmarco Vacca*

*Autore corrispondente per questo lavoro

Risultato della ricerca: Contributo in rivistaArticolo in rivista

Abstract

The paper addresses the problem of real-time detection of financial bubbles which, after the latest global crises, have become an issue of economic concern. It shows how some online procedures, called LORD, implemented using an appropriate p-value calibration, represent new potential tools for economists to monitor and respond to bubbles in real time. This has substantial implications for financial stability and crisis prevention. LORD algorithms are applied to some well recognized global stock indexes to test their reliability across a variety of financial scenarios. A comparison with standard offline approaches confirms their effectiveness.
Lingua originaleEnglish
pagine (da-a)1-13
Numero di pagine13
RivistaFinance Research Letters
Volume58
DOI
Stato di pubblicazionePubblicato - 2023

Keywords

  • Bubble dating
  • Exceedance control of the false discovery
  • False discovery proportion
  • Online multiple testing procedure
  • proportion

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