Rational speculative bubbles in the Asian stock markets : tests on deterministic explosive bubbles and stochastic explosive root bubbles
Year of publication: |
2013
|
---|---|
Authors: | Chen, Yen-hsiao ; Quan, Lianfeng |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 3, p. 195-208
|
Subject: | Asian crisis | Japanese asset price bubble | stationary | present value model | price-dividend ratio | Spekulationsblase | Bubbles | Börsenkurs | Share price | Asien | Asia | Japan | Aktienmarkt | Stock market | Dividende | Dividend | Finanzkrise | Financial crisis | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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