Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International Journal of Economics and Financial Issues 3 (2013) 3, pp. 683-693
The purpose of this article is to provide a survey of the presence of speculative bubbles. The empirical study uses a new technique borrowed from statistical physics suggested by Pincus (1991). We use approximate entropy to test the presence of bubbles in the Tunisian and French markets. To this...