Testing for bubbles and change-points
Year of publication: |
2005
|
---|---|
Authors: | Kirman, Alan ; Teyssiere, Gilles |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 29.2005, 4, p. 765-799
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Interaction models for common long-range dependence in asset price volatilities
TEYSSIERE, Gilles, (2003)
-
Matching processes in the labour market an econometric study
Teyssiere, Gilles, (1995)
-
Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
Kirman, Alan P., (2001)
- More ...