Rational speculative bubbles in the frontier emerging stock markets
We extend the rational speculative bubbles literature to the frontier emerging stock markets. For this purpose, this paper employs fractional integration tests and duration dependence tests based on the ARFIMA models and nonparametric smoothed hazard functions. Unlike traditional bubble tests, fra...
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| 主要な著者: | , , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Penerbit Universiti Kebangsaan Malaysia
2015
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| オンライン･アクセス: | http://journalarticle.ukm.my/9589/1/jeko_49%282%29-3.pdf http://journalarticle.ukm.my/9589/ http://www.ukm.my/fep/jem/current.html |
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