Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Tsangyao Chang, Chi-Chen Chiu and Chien-Chung Nieh
| Year of publication: |
2007
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|---|---|
| Authors: | Chang, Tsangyao ; Chiu, Chi-chen ; Nieh, Chien-chung |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 14.2007, 7/9, p. 517-521
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| Subject: | Spekulationsblase | Bubbles | Schätzung | Estimation | Kointegration | Cointegration | Börsenkurs | Share price | Aktienmarkt | Stock market | USA | United States | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | OECD-Staaten | OECD countries | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003512167