Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble.
Year of publication: |
2012-04
|
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Authors: | Medeiros, Otavio Ribeiro de ; Leone, Vitor |
Institutions: | Nottingham Trent University, Nottingham Business School, Economics Division |
Subject: | Multiple changes in persistence | Explosive behaviour | Unit roots | Dotcom Bubble | NASDAQ |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C32 - Time-Series Models ; F15 - Economic Integration ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Stock Market Co-Movement in Latin America
de Medeiros, Otavio Ribeiro, (2012)
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