مرکز منطقه ای اطلاع رساني علوم و فناوري - Speculative bubbles with stochastic explosive roots: The failure of unit root testing

Title of article :

Speculative bubbles with stochastic explosive roots: The failure of unit root testing

Author/Authors :

Wojciech W. Charemza، نويسنده , , Derek F. Deadman، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1995

Pages :

From page :

153

To page :

163

Keywords :

Nonstationary processes , Speculative bubbles , Unit root testing , Doubly stochastic processes

Journal title :

Journal of Empirical Finance

Serial Year :

1995

Journal title :

Journal of Empirical Finance

Record number :

130576

Link To Document :