Are there speculative bubbles in stock markets? Evidence from an alternative approach

DOI10.4310/SII.2008.V1.N2.A8zbMath1230.91198MaRDI QIDQ660062

Guojun Wu, Zhijie Xiao

Publication date: 25 January 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Non-Markovian processes: hypothesis testing (62M07)

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