Title of article
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
Author/Authors
J. Cunado، نويسنده , , L.A. Gil-Alana، نويسنده , , F. Perez de Gracia، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
22
From page
2633
To page
2654
Keywords
Nasdaq , Stock market bubbles , Mean reversion , Fractional integration
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193785
Link To Document