Explosive bubbles in the cointegrated VAR model

Finance Research Letters

Volumn 3, Issue 2, 2006, Pages 154-162

  Engsted, Tom ^a  

^a AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

Cointegrated VAR model; Explosive processes; Speculative bubbles

Indexed keywords

EID: 33646532868     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2006.03.004     Document Type: Article

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