Intrinsic bubbles revisited: Evidence from nonlinear cointegration and forecasting

Journal of Forecasting

Volumn 23, Issue 4, 2004, Pages 237-250

  Ma, Yue ^a   Kanas, Angelos ^b,c  

^a LINGNAN UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF CRETE   (Greece)

^c INSTITUTE OF COMPUTER SCIENCE   (Greece)

Author keywords

Forecasting; Intrinsic bubbles; Kalman filter; Nonlinear cointegration; Random walk

Indexed keywords

ESTIMATION; FINANCE; INDUSTRIAL ECONOMICS; INTEGRATION; KALMAN FILTERING; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; NONLINEAR SYSTEMS;

INTRINSIC BUBBLES; NONLINEAR COINTEGRATION; RANDOM WALK; STOCK PRICES;

FORECASTING;

EID: 3242723841     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.909     Document Type: Article

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