In this study. we respond to the criticism that the value-at-risk (VaR) measure fails during financial crises and is only applicable during periods without asset price bubbles. We propose a new dating mechanism that is based on the work of Phillips (2015) to date-stamp the origination and termination of the asset price bubbles. Our method relaxed the minimum bubble duration constraint... https://www.roneverhart.com/SAAB-9-3-I-98-02-Frontlykt-Hoyre/