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Testing for a rational bubble under long memory - MaRDI portal

Testing for a rational bubble under long memory (Q5745639)

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scientific article; zbMATH DE number 6252524
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Testing for a rational bubble under long memory
scientific article; zbMATH DE number 6252524

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    Testing for a rational bubble under long memory (English)
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    30 January 2014
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    rational bubbles
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    dividend-price ratio
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    fractional integration
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    changing persistence
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