Yazar "Altay Salih, Aslıhan" için listeleme
-
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 ...