Explosive Behavior In The 1990S Nasdaq: When Did Exuberance Escalate Asset Values?
Year of publication: |
2011
|
---|---|
Authors: | Phillips, PCB ; Wu, YR ; Yu, J |
Publisher: |
WILEY-BLACKWELL |
Subject: | TIME-SERIES REGRESSION | STOCK-PRICE VOLATILITY | UNIT-ROOT | SPECULATIVE BUBBLES | RATIONAL BUBBLES | MODELS | TESTS | MARKET | EXPECTATIONS | BIAS |
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