This is from the paper Pavlidis et al (2017) TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES.
Basically, ivx_roll will not be the same as ivx or ivx_ar. Instead, it will return:
- a sequence of the test statistics
- a sequence of the critical values
Or is it more appropriate to be in exuber?
This is from the paper Pavlidis et al (2017) TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES.
Basically,
ivx_rollwill not be the same asivxorivx_ar. Instead, it will return:Or is it more appropriate to be in
exuber?