An MTAR Test for Stock Market Bubbles
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Coakley, Jerry ; Fuertes, Ana-Maria |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Asymmetries | mean reversion | fundamentals |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 298 |
| Classification: | C22 - Time-Series Models ; E31 - Price Level; Inflation; Deflation ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005345444