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.
Aldizkaria:
Journal of Banking and Finance

ISSN: 0378-4266

Argitalpen urtea: 2005

Alea: 29

Zenbakia: 10

Orrialdeak: 2633-2654

Mota: Artikulua

DOI: 10.1016/J.JBANKFIN.2004.10.003 GOOGLE SCHOLAR