The authors introduce the SV-ADF test that robustly identifies bubble origination and collapse under persistent stochastic volatility and apply it to AI-exposed equities, documenting pervasive but heterogeneous exuberance.
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Is There an AI Bubble? Robust Date-Stamping for Periods of Exuberance
The authors introduce the SV-ADF test that robustly identifies bubble origination and collapse under persistent stochastic volatility and apply it to AI-exposed equities, documenting pervasive but heterogeneous exuberance.