Title of article :
Testing for bubbles and change-points
Author/Authors :
Alan Kirman، نويسنده , , Gilles Teyssière، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Bubbles , Pseudo long-memory , Changepoint , Market interaction , wavelets , Long-memory heteroskedasticity
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control