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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Testing for co-explosive behaviour in financial time series

Lookup NU author(s): Professor Robert SollisORCiD

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This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License (CC BY-NC 4.0).


Publication metadata

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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