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  • On the performance of West's bubble test: A simulation approach 

    Yüksel, Sadettin Aydın; Akdeniz, Levent; Altay Salih, Aslıhan (Elsevier science inc, 2010-12-01)
    In this research we examine the ability of West's bubble test [1] in detecting speculative bubbles using Brock's (1982) [2] intertemporal general equilibrium model of asset pricing as the basis for a simulation study. In ...