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Kirman, Alan P.; Teysière, Gilles - In: Equilibrium, markets and dynamics : essays in honour of …, (pp. 307-323). 2002

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Gautam, Vijay; Li, Weiping; Carter, David - 2023

bubble behavior. We use a nonparametric stochastic volatility estimator, proposed by Florens-Zmirou (1993), to test whether …

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