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Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500∗ Peter C. B. Phillips Yale University, University of Auckland, University of Southampton & Singapore Management University Shu
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Document Date: 2015-01-12 00:05:01

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Avery / NASDAQ stock market / Standard & Poor's Financial Services LLC / /

Country

United States / /

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Event

Credit Rating / /

Facility

S&P 500∗ Peter C. B. Phillips Yale University / University of Southampton / University of Auckland / Singapore Management University Shu-Ping Shi Macquarie University / CAMA Jun Yu Singapore Management University / /

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real-time bubble detection algorithm / Online Supplement / ex ante dating algorithm / anticipative dating algorithms / policy makers / software package / bank surveillance teams / bank economists / /

MarketIndex

S&P 500 / NASDAQ 100 / /

Organization

National Science Foundation / Macquarie University / CAMA Jun Yu Singapore Management University / Academic Research Fund / University of Southampton / University of Auckland / Singapore Ministry of Education / Yale University / /

Person

Taylor / Bt / Jun Yu / Peter C.B. Phillips / Kim / George Cooper / Shu-Ping Shi / /

Position

Editor / Corresponding author / /

Product

Pentax K-x Digital Camera / /

Technology

sequential PWY algorithm / ex ante dating algorithm / anticipative dating algorithms / PWY algorithm / real-time bubble detection algorithm / simulation / /

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