Testing for stock market bubbles using nonlinear models and fractional integration
J. Cuñado, L. A. Gil-Alana and F. Perez de Garcia
| Year of publication: |
2007
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|---|---|
| Authors: | Cuñado Eizaguirre, Juncal ; Gil-Alaña, Luis A. ; Perez de Garcia, F. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 16/18, p. 1313-1321
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| Subject: | Börsenkurs | Share price | Spekulationsblase | Bubbles | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | USA | United States | 1871-2004 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003605836