Testing for stock price bubbles : a review of econometrics tools
Year of publication: |
2016
|
---|---|
Authors: | Arshanaplli, Bala ; Nelson, William |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 10.2016, 4, p. 29-42
|
Subject: | Stock Price Bubble | Cointegration | Right Tail ADF | Spekulationsblase | Bubbles | Börsenkurs | Share price | Theorie | Theory | Kointegration | Schätzung | Estimation |
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