A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
| Year of publication: |
2005
|
|---|---|
| Authors: | Cunado, J. ; Gil-Alana, L.A. ; Gracia, F. Perez de |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 10, p. 2633-2654
|
| Publisher: |
Elsevier |