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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar, (2017)
Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang, (2015)
Are there periodically collapsing bubbles in the REIT markets? : new evidence from the US
Xie, Zixiong, (2015)
Structural breaks, ARIMA model and Finnish inflation forecasts
Junttila, Juha, (2001)
Testing an augmented Fisher hypothesis for a small open economy : the case of Finland
Forecasting the macroeconomy with current financial market information : Europe and the United States
Junttila, Juha, (2002)