| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5055378 | Economic Modelling | 2011 | 6 Pages |
Abstract
⺠Method that allows to test for asset prices bubbles. ⺠A bootstrap methodology which helps to compute the finite sample probability distribution of the test statistics. ⺠The results indicate that speculation was behind the upsurge in Nasdaq and Case-Shiller indexes.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Luciano Gutierrez,