A project to detect and study the co-occurrence of price bubbles - Open Research Data - Bridge of Knowledge

Your account

login

Search

A project to detect and study the co-occurrence of price bubbles

Description

The dataset contains an R-project with five procedures dedicated to calculating/conducting (in parentheses, the name of the procedure is given):

•    (ART) – statistical test value for GSADF procedure, critical values from Monte Carlo simulation with 2,000 repetitions, characteristics for detected price bubbles periods.
•    (Correlation) – phi correlation coefficient for price bubble periods.
•    (Descriptive statistics) – a set of descriptive statistics for the input file. As a result, the user receives value for: Mean, Median, Standard_Deviation, Kurtosis, Skewness, Range, Minimum, Maximum, JB_Statistic, JB_pval, Count.
•    (Logistic regression) – logistic regression models, using backwards stepwise regression.
•    (Trees) – random forest method.

 

The project was funded in whole by the Poland National Science Centre [registration number 2024/08/X/HS4/00044]. Title: Characteristics and co-occurrence of price bubbles on the art investment market and selected capital markets.

Dataset file

Projekt.zip
21.3 kB, S3 ETag e0f7cd8ab54da304c34ba6a0e0369007-1, downloads: 0
The file hash is calculated from the formula
hexmd5(md5(part1)+md5(part2)+...)-{parts_count} where a single part of the file is 512 MB in size.

Example script for calculation:
https://github.com/antespi/s3md5
download file Projekt.zip

File details

License:
Creative Commons: by 4.0 open in new tab
CC BY
Attribution
Software:
RStudio

Details

Year of publication:
2025
Verification date:
2025-05-28
Dataset language:
English
Fields of science:
  • economics and finance (Social studies)
DOI:
DOI ID 10.34808/fhqw-dd54 open in new tab
Funding:
Verified by:
Gdańsk University of Technology

Keywords

Cite as

Authors

seen 0 times