Signalling the Dotcom bubble: A multiple changes in persistence approach
Year of publication: |
2015
|
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Authors: | Leone, Vitor ; Medeiros, Otavio Ribeiro de |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 55.2015, C, p. 77-86
|
Publisher: |
Elsevier |
Subject: | NASDAQ | Order of integration | Persistence shifts | Rational bubble | Unit roots |
Type of publication: | Article |
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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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Signalling the Dotcom bubble : a multiple changes in persistence approach
Leone, Vitor, (2015)
-
Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble.
Medeiros, Otavio Ribeiro de, (2012)
-
The Integration Order of Vector Autoregressive Processes
Franchi, Massimo,
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-
Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble.
Medeiros, Otavio Ribeiro de, (2012)
-
Signalling the Dotcom bubble : a multiple changes in persistence approach
Leone, Vitor, (2015)
-
Testing the Existence of Lead-Lag Effects Between the US and Brazilian Stock Markets
Oliveira, Gustavo Rezende de, (2009)
- More ...