Künye "Yüksel, A., Akdeniz, L. & Altay Salih, A. (2010). On the performance of West’s bubble test: A simulation approach. Applied Mathematics and Computation, 217(7), 3236-3247. doi:10.1016/j.amc.2010.08.056" İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management için listeleme
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On the performance of West's bubble test: A simulation approach
(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 ...