Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Efe Caglar Cagli and Pınar Evrim Mandaci
| Year of publication: |
September 2017
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|---|---|
| Authors: | Cagli, Efe Çaglar ; Mandacı, Pınar Evrım |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 9, p. 941-950
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| Subject: | rational bubble | S&P composite | cointegration | nonlinear | bootstrap | Spekulationsblase | Bubbles | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | USA | United States | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression |