Revisiting rational bubbles in the G-7 stock markets using the Fourier unit root test and the nonparametric rank test for cointegration
Yonggang Ye, Tsangyao Chang, Ken Hung, Yang-Cheng LuVolume:
82
Year:
2011
Language:
english
Pages:
12
DOI:
10.1016/j.matcom.2011.08.008
File:
PDF, 402 KB
english, 2011