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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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書誌詳細
主要な著者:	M. Kabir Hassan,, Yu, Jung-Suk, Mamunur Rashid,
フォーマット:	論文
言語:	English
出版事項:	Penerbit Universiti Kebangsaan Malaysia 2015
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
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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