On the performance of West's bubble test: a simulation approach
type: Item
instance of: scholarly article
title: On the performance of West's bubble test: a simulation approach
zbMATH Open document ID: 1205.91177
author: Aydin Yuksel
author: Levent Akdeniz
author: Aslihan Altay-Salih
published in: Applied Mathematics and Computation
publication date: 2010-12-20T00:00:00Z
full work available at URL: http://hdl.handle.net/11693/12003
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 5828101
zbMATH Keywords: speculative bubble test
zbMATH Keywords: present value model
zbMATH Keywords: asset pricing
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2095814399
cites work: Asset Bubbles and Overlapping Generations
cites work: Specification Tests in Econometrics
cites work: Bubbles and Crashes
cites work: Stock valuation along a Markov chain.
cites work: Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches
cites work: Asset Prices in an Exchange Economy
cites work: Do CAPM results hold in a dynamic economy? A numerical analysis
cites work: The equity premium in Brock's asset pricing model
cites work: Risk and return in a dynamic general equilibrium model
cites work: Q3953510
cites work: Computational economics and economic theory: Substitutes or complements?
cites work: Q4195812
cites work: Large Sample Properties of Generalized Method of Moments Estimators
DOI: 10.1016/J.AMC.2010.08.056
description: scientific article; zbMATH DE number 5828101