Periodically collapsing stock price bubbles: A robust test

DOI10.1016/S0165-1765(98)00171-2zbMath0911.90083MaRDI QIDQ1274657

Mark P. Taylor, David A. Peel

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

powercointegrationbubblesrest size

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Measuring the temporary component of stock prices: robust multivariate analysis ⋮ Testing for a rational bubble under long memory

Cites Work

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