Testing for a rational bubble under long memory (Q5745639)
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scientific article; zbMATH DE number 6252524
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English | Testing for a rational bubble under long memory |
scientific article; zbMATH DE number 6252524 |
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Testing for a rational bubble under long memory (English)
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30 January 2014
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rational bubbles
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dividend-price ratio
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fractional integration
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changing persistence
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