fenicola/meme-stocks-speculative-bubbles

PSY (2015) bubble detection on GME, AMC, BB and NOK meme stocks. Includes BSADF/GSADF sequences, Monte Carlo critical values, date stamping, and equal-weight vs inverse-volatility portfolio comparison (2014–2025).

语言：Jupyter Notebook · GitHub 星标：4 · Fork：0

话题：bubble-detection · econometrics · jupyter-notebook · portfolio-construction · python · quantitative-finance · time-series

在 GitHub 上查看原仓库