A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

  1. Cuñado, J.
  2. Gil-Alana, L.A.
  3. de Gracia, F.P.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 2005

Volume: 29

Issue: 10

Pages: 2633-2654

Type: Article

DOI: 10.1016/J.JBANKFIN.2004.10.003 GOOGLE SCHOLAR
Data source: Scopus