Testing for a rational bubble under long memory
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Publication:5745639
DOI10.1080/14697688.2011.578151zbMath1279.91190OpenAlexW2024209085MaRDI QIDQ5745639
Robinson Kruse, Michael Frömmel
Publication date: 30 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2011.578151
Related Items (3)
When bubbles burst: econometric tests based on structural breaks ⋮ Did long-memory of liquidity signal the European sovereign debt crisis? ⋮ Semiparametric Detection of Changes in Long Range Dependence
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