Testing for stock market bubbles using nonlinear models and fractional integration

Author: Cuñado J.   Gil-Alana L. A.   de Gracia F. Perez  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.17, Iss.16, 2007-11, pp. : 1313-1321

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Abstract