Speculative bubbles with stochastic explosive roots: The failure of unit root testing
| Year of publication: |
1995
|
|---|---|
| Authors: | Charemza, Wojciech W. ; Deadman, Derek F. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 2.1995, 2, p. 153-163
|
| Publisher: |
Elsevier |