1 resultado para Augmented Reality, Augmented Worlds, Unity, Vuforia, Android
em Repositório digital da Fundação Getúlio Vargas - FGV
Filtro por publicador
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Resumo:
Considering 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 detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.