Rational bubbles and volatility persistence in India stock market
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References listed on IDEAS
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More about this item
KeywordsBubbles; Unit root; Fractional integration; Dividend yield;
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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