A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

Journal of Banking and Finance

Volumn 29, Issue 10, 2005, Pages 2633-2654

  Cunado J ^a   Gil Alana, L A ^a   de Gracia, F Perez ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Fractional integration; Mean reversion; NASDAQ; Stock market bubbles

Indexed keywords

EID: 23844523472     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.10.003     Document Type: Article

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