Testing for bubbles, reflecting barriers and other anomalies
Author:
- 1 March 1988
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 12 (1) , 63-70
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Random Walk of Stock Prices: A Test of the Variance-Time FunctionEconometrica, 1971
- Speculative Prices as Random Walks: An Analysis of Ten Time Series of Flexible Exchange RatesSouthern Economic Journal, 1967
- Brownian Motion in the Stock MarketOperations Research, 1959