Revisiting rational bubbles in the G-7 stock markets using the Fourier unit root test and the nonparametric rank test for cointegration

著录项

• 来源
  《Mathematics and computers in simulation》 |2011年第2期|p.346-357|共12页
• 作者

  Yonggang Ye; Tsangyao Chang; Ken Hung; Yang-Cheng Lu;

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• 作者单位

  Department of Finance and Insurance, Economics and Management School of Wuhan University, Wuhan, China;

  Department of Finance, Feng Chia University, Taichung, Taiwan;

  Sanchez School of Business, Texas A&M International University, Laredo, TX, USA;

  Department of Finance, Ming Chung University, Taipei, Taiwan;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  fourier unit root test; rank test for nonlinear cointegration; g7 stock markets; rational bubbles;

  机译：傅立叶单位根检验;非线性协整的秩检验;g7股票市场;理性泡沫;