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Testing for bubbles and change-points

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  • Kirman, Alan
  • Teyssiere, Gilles

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 29 (2005)
Issue (Month): 4 (April)
Pages: 765-799

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Handle: RePEc:eee:dyncon:v:29:y:2005:i:4:p:765-799

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References

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Cited by:
  1. Chen, Zhiping & Duan, Qihong, 2011. "New models of trader beliefs and their application for explaining financial bubbles," Economic Modelling, Elsevier, vol. 28(5), pages 2215-2227, September.
  2. Li, Minqiang, 2010. "A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 132-157, February.
  3. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 89-117, May.
  4. M. Kabir Hassan & Jung Suk-Yu, 2007. "Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets," NFI Working Papers 2007-WP-31, Indiana State University, Scott College of Business, Networks Financial Institute.

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