✦ LIBER ✦

On Testing for Speculative Bubbles

✍ Scribed by Robert P. Flood and Robert J. Hodrick

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Duration dependence testing for speculat

✍ Yvette S. Harman; Thomas W. Zuehlke 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 563 KB

A note on rational speculative bubbles

✍ Tom Kompas; Brenda Spotton 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 368 KB

Testing for Speculative Bubbles in Stock

✍ Homm, U.; Breitung, J. 📂 Article 📅 2011 🏛 Oxford University Press 🌐 English ⚖ 425 KB

On the maximum drawdown during speculati

✍ Giulia Rotundo; Mauro Navarra 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 405 KB

A Fisher-Brown proposition for speculati

✍ Kenichi Sakakibara 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 288 KB

Speculative bubbles with stochastic expl

✍ Wojciech W. Charemza; Derek F. Deadman 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 491 KB