Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting
Year of publication: |
2004
|
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Authors: | Ma, Yue ; Kanas, Angelos |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 4, p. 237-250
|
Subject: | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Spekulationsblase | Bubbles | Dividende | Dividend | Kointegration | Cointegration | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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