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A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

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  • Cunado, J.
  • Gil-Alana, L.A.
  • de Gracia, F. Perez

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  • Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:10:p:2633-2654
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